Budapest is a great city! Here are some great places to visit:
The Fortress of Egar is a MUST, as is reading the Eclipse of the Crescent moon, a great historical novel about the siege.
The Parliament is magnificent!
The Church as the Fishermen's Bastion.
There are many cigar shops that sell nice little figures from Hungarian history, such as hussars and St. Stephen.
Don't for get to stuff your face with the great food, and my personal recommendations are a high quality Bull's Blood and a 5 puttonyos Tokay.
Good luck,
Sandor