São Paulo downtown is a (slightly decadent) gorgeous part of the city, full of history and amazing architecture. It's mainly friendly on the weekends, but locals also walk around for shopping and everyday activities. The famous stock activity and big financial decisions also happen there.
The mixture of architecture styles is breathtaking. From Mosteiro São Bento (where you can catch the gregorian chanting very early in the morning) to the cathedral Sé, passing through dozens of cultural centres, squares and local restaurants, it is a walk one should do to really understand the city.
End the day having some drinks by the piano bar at the fancy Terraço Itália, with one of the most incredible views of the city.