I lived in San Francisco for 4 years and felt like I had visited every major site in the city, all except for Sutro Baths. I had this preconceived notion that it's be hard to get to, but I was completely wrong. It's right off the highway on the Pacific Coastline.
Sutro Baths were opened in 1896 as the world's largest indoor swimming pool establishment. It closed down and then burned down in a fire and was left to ruins. Now it's remains make up a small inlet off San Francisco's coastline. Slowly restaurants are being developed around it, as well as a new informational center. But what is great about the site is that you can walk everywhere! There aren't any restrictions when visiting the site. No ropes, or gates, or signs telling you not to climb on things (for now). There is a cave you can wander into, pools you can walk the edge of, and endless photo opportunities.