I like it! It's often the best way to immerse yourself in a city, just taking a walk with the locals, seeing where the flow takes you...

If any forum member does know a city well, it would be a useful resource to have a "where to look" post or two. I know the couple of times I've been to New York, I've not been able to turn up very much, so insider tips could help a lot - though people may not want to give up the secret of a particularly rich motherlode!