If you're in Hungary, and you haven't left yet

This one's for you James... 

Make sure you visit the House of Hungarian Wines. For approx $20 you get a wine glass, a little baggie of crackers, and a wine cellar of a ton of Hungarian wine to sample. Bring a buddy. You can't beat it. 

As for the baths: the Gellert Spa is neat, but Szechenyl Spa is really worth the trip.