Perhaps the most infamous prison in America, Alcatraz Island--or "The Rock"--is a must-see for any San Francisco tourist. Your visit is audio-guided, narrated in part by former guards, and gives historical background about the penitentiary and its famous former inmates, including Al Capone. The island itself isn't the only enjoyable aspect of the tour, as the ferry ride over will give you magnificent views of the city. Be sure to buy your tickets in advance, and bring a sweater or windbreaker, as the island can get cold.