The Sydney Harbour Bridge is another famous icon of the city.  The famous "Rocks" district is located just to the left at the base of the bridge and is filled with small shops and very expensive restaurants.  For the energetic, a tour of the observatory further up the hill to the left is well worth the stop.  You can also walk over the top of the bridge girders if you are brave enough and can fork out a several hundred Aussie dollars for the experience.