Japanese bookshop in the centre of of town. Amazing selection of art books, including a nice selection of independent publications. Lots of fun Japanese magazines, book and stationary. Excellent coffee shop inside too :)
My personal favourite Australian artist Ken Done has his gallery in the middle of The Rocks, near Circular Quay. Its constantly updated with his new and old works and well worth a visit!
Best place to go for a late burger and drink. Its small little bar that is super cosy at the back of Redfern Continental. With a disco ball, a neon penis and a pretty good (and pretty cheap) food and drinks menu.