On Sundays there's a covered market selling nice gift-y things. It's probably a bit over priced but the atmosphere is worth paying a bit extra for. A shop selling all kinds of beads, one selling candles of all shapes and sizes, several galleries, one with lots of highly breakable objects in it, and one of the best vintage clothes shops in Sydney add a bit of charm to the roster of duty-free shops dressed up like they're wool mills on the harbour.
Walk up from Circular Quay for some decent free entertainment, this is one of the prime positions for buskers in Sydney, check out some modern art in the Museum of Contemporary Art and eat an ice cream on the lawn watching the ferries leave the quay.
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