Pier 39 is basically a shopping and dining complex that is right on the water. We would go there at night since there wasn't a lot to do in the area we were staying in, and it kept us entertained. We also ate dinner there, which was very nice, and there's an outside area that you can walk around on and you can see sea lions lying around on floating wooden planks. (I love animals, so that was really great for me.)
Also, maybe the Presidio? I've never been there myself, but I've seen pictures and it looks beautiful, right next to the Golden Gate Bridge.