If you're in or near the CBD, the Harbour Bridge and Opera House are close. Circular Quay is in-between - it's a ferry terminal. The Rocks area nearby has some interesting old buildings. There is a museum right at Circular Quay (I think it's the Museum of Contemporary Art) which sometimes has photography exhibitions - I saw a Wim Wenders exhibition there a few years ago. Stills Gallery is in Paddington which is not too much of a walk from the CBD. I was there a couple of months ago, but wasn't overly impressed with what was on there at the time.