São Paulo has more museums, theatres, and galleries than any city in Latin America, and the highest concentration of restaurants per capita in the southern hemisphere. The city is too big to see — the best approach is to pick a neighbourhood and dig into it. Avenida Paulista and its surrounds give you MASP, Casa das Rosas, and the Sunday street fair. Centro covers the founding-of-São-Paulo sights — Pátio do Colégio, the cathedral, Mosteiro de São Bento, the Mercado Municipal, the Theatro Municipal, Estação da Luz and the Pinacoteca next door. Ibirapuera Park has the Niemeyer pavilions, the Bienal, three good museums, and the closest thing the city has to a beach atmosphere.
For neighbourhoods to walk: Liberdade (the Japanese district), Vila Madalena (bohemian, with the Beco do Batman graffiti alley), and Jardins (designer shopping and the city's best restaurants).