Wonderful city... Just read about the city in advance and go on your own. It is friendly, big enough to have many great places of interest, but small enough so you get a good feel for the city.
Always a fun city to explore. First timers might take an open bus tour in good weather and get a feel for this marvelous city. As in all big cities worldwide, just be careful where you go and don't show off your glitzy jewels or watches - it's so nouveau and just a bit tacky too - you are exploring foreign lands, not trying to impress a new neighbor!