MOLESKINE LOVE.

Whatever you do, buy yourself a Moleskine City Guide, they are perfect.  You've probably come across them before but if not then they're basically a DIY guide book so you can create a more personal guide to a city, and build on it each time you return.  Loads of nice litle perks like the peel-off sheets of tracing paper you can use to map routes, the folder at the back for odds and ends and the all important city, street and subway maps .  I sound like a salesman! Seriously though, can't recommend these enough.