THE BATH HOUSES
szechenyi thermal bath the most popular and it is definitely pretty, but honestly not that refreshing for the full bath experience. it is very touristy, dirty and overly packed. if you only have time for 1 or 2 then i'd skip it honestly.
gellert spa & bath our favorite of the baths. in a stunning, old and historic building - this bath is a clean, fun experience in beautiful setting. there is a fun walk here up the hill that has great views over the city.
rudas thermal bath new building and much more modern than the other baths, but very clean and is right on the river. they have a cool spa on the roof looking back over the city that i recommend.
THE HISTORICAL SITES
shoes on the danube during WWII hundreds of innocent men, women and children (Jews, gays, etc) were ordered to take off their shoes and shot at the end of the river, their bodies fell in and floated away. it's a tragic story and beautiful memorial, completed in 2005
parliament built for an empire 5 times the size of hungary, it's neo gothic architecture is stunning and it's size grand. also check out the opera house skip a show, but do the tour it’s a stunning building
budapest castle district (fisherman’s bastion, royal palace, matthias church, chain bridge) budapest’s most important medieval monuments and museums (UNESCO site). bring drinks from pest (much cheaper) and go here for sunset
great market hall 100 year old market where locals go to shop, fun to browse and grab lunch here [langos!]
margaret island in the middle of the danube. tons of walking trails, big open green spaces, and a couple of great restaurants, etc.