Budapest is one of my favorite destinations in Europe. The currency exchange is extremely favorable, the city is rich in history, and you will not find better goulash in the World.
Walk the Chain bridge from Pest over to Buda. Visit the Buda Castle. Take in the sites along the Danube (You will definitely recognize the Parliment building), and relax in one of the thermal baths, like the SZÉCHENYI.
As with most European tourist destinations, be mindful of pickpockets. Otherwise, we felt very safe while visiting. The people were friendly and helpful. Visit the Central Market Hall and mingle with the locals while getting some great food and soveniers. Don't forget the paprika!
Love, love this city.