Sandton is where Johannesburg's money moved when the inner city became difficult in the 1990s. The Johannesburg Stock Exchange, the major bank headquarters, and most of the country's corporate law firms are all here, in a cluster of glass towers that would look at home in any global financial district. Sandton City mall anchors the precinct — it is one of the largest shopping centres in Africa and considerably more polished than it sounds.
The Gautrain station at Sandton is the most useful public transport connection in the city: a direct link to OR Tambo Airport in about 15 minutes, and to Rosebank and Park Station beyond. If you are staying in Sandton and arriving by air, take the Gautrain — it is faster, cheaper, and far less stressful than a taxi in airport traffic. The neighbourhood itself is walkable within its immediate core, which is not something you can say about much of Johannesburg.