There are 3 more Mexican places right on that strip; any of them are good; but La Taqueria's the one I'd suggest. Their burritos are good because they don't load 'em up with rice. I like the soft tacos spicy with everything- avocado, salsa, and sour cream, but they aren't cheap. They have horchata or juices there, along with beer & soft drinks. I like the pineapple. A few years back, Nate Silver of 538 fame said La Taqueria had the best burrito in the USA - Of course, this can be debated forever, but it's worth trying. I live on 25th Street a block from La Taqueria.
A walk down the Embarcadero from the Ferry Building toward the Bay Bridge, along the San Francisco bayfront, will give you dynamic and photographic views of the Bay Bridge as it stretches across the bay. You can also walk down the Embarcadero the other way, towards Fisherman's Wharf and Pier 39. There are a couple of jetties that go way out into the bay, and are certainly worth the walk. The bayfront is open in the Ferry Building neighborhood, so you can stroll right along the waterfront instead of along the streetside.
Between Pier 39 and Fisherman's Wharf, you'll see ways to walk back along the wharves where the picturesque fishing boats dock. Some of them have bay cruises that go out under the Golden Gate Bridge and back. I've seen times when I've bought Clam Chowder in a bread bowl, along with a local Anchor Steam beer, and consumed it all out there by the fishing boats.
Notice I endorsed local Anchor Steam beer.
In the same neighborhood is In 'n' Out burgers, which is kind of a California phenomenon that people like to try. My favorite restaurant, kind of toward the end of the Fisherman's Wharf stroll, is Cioppino's; I took my brother there last week when he came to visit. Best clam chowder I've had along the Wharf. If you keep walking to the right after you leave Cioppino's, you'll come to Aquatic Park; past there is the Municipal Pier; a curved pier that creates a safe harbor. You can walk out on it and see great views of Alcatraz, the Golden Gate Bridge, and all the boat & ship traffic on the Bay.
If you can get to the San Francisco side of the Golden Gate Bridge, there are plenty of exploration opportunities with world-class views of the majestic bridge and the bay. You can walk down under the bridge and come up on the other side, and follow the path past old military fortifications and stunning Golden Gate views. You can also follow a winding trail that will bring you down to Fort Point underneath the bridge and at bay level. You can see where Kim Novak jumped into the bay and Jimmy Stewart rescued her in Vertigo.
You can take a bus out to the end of Geary Street and explore Land's End. There's a National Park building you can go into; there are trails that go all along the edge of the Pacific and the Golden Gate inlet. Depending on how much walking you want to do, you can walk along the bluffs over the water and look across to the Marin Headlands. In the other direction, you can walk down to Ocean Beach and walk as far as you want along the shore of the Pacific. Golden Gate Park ends at this location. The Beach Chalet is a restaurant I'd recommend on the edge of Golden Gate Park and looking out over the Pacific.
As others have said, be prepared for cold weather. It's been sunny but quite windy lately. The hard-learned lesson is, just because it's nice when you walk outside, doesn't mean that it'll be that way all day long. Be prepared. I keep seeing these poor tourists who think they're going into California Beach Boys climate, but end up freezing.
A central downtown or North Beach / Fisherman's Wharf and Pier 39 location would probably be best. There are stretches of Mission and Market Street beyond 5th Street that are very sketchy, and you probably want to avoid going in that direction. I've never had trouble there, but tourists sometimes get the wrong kinds of attention. Follow the same rules of awareness and property security that you'd follow in any environment.
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