The advice to bring a coat, sweater, etc. is well founded. We were there in July and it was really chilly, even during the sunny days.
Muir Woods was excellent
We rented a limo for the day and went to the Napa and Sonoma valleys. It was well worth the money and we had a lot of fun.
Alcatraz was pretty cool, but they were booked up the entire week we were there. Be sure and call ahead a few days in advance if you want to go.
If you are a techhead at all (as I am), you could attend a taping of the Screen Savers. There is a link on the TechTV site to attend the show in person. We had a lot of fun, and got to meet Suzanne Vega (as well as talking with the cool people on the show).
The Musee Mechanique is a pretty cool place to go. Here's the link:
http://museemecanique.citysearch.com/
We went to the Exploratorium and the Palace of Fine Arts, near the Presidio. If you get the chance to go, I highly recommend it.
Other places:
the San Francisco Museum of Modern Art. The Marc Chagall exhibit may still be there, and it's the only place in the US where you will be able to see these amazing paintings.
The Metreon was a blast.
We were told by several locals that a ball game at Pac Bell Park was the thing to do.
Oh, and World's King is right about the mimes.