I worked in SF for 9 years in the Financial District and I would take walks at lunch sometimes. Right around the corner from where Chinatown starts. Lots of little restaurants and also the tourist shops. I liked to browse them and get decorative things a lot cheaper than other stores. Embarcadero for shopping too.
I miss the Chinese food!!
Definately bring warm clothing. It is often fiercly windy and it cuts right through you.