Budapest

[Concordia]

I have plans to be in Budapest for a week in January. Much of that time will be absorbed in playing quartets, but I will have a few evenings and late afternoons free. Are there any "don't miss" things worth doing even in the cold weather? Restaurants, sightseeing, museums, etc.?

I've thought that one of the spas might be in order, and there are a handful of famous restaurants but I'm willing to branch out to the extent that someone with no Magyar whatever or familiarity with the city can.