You're not going to want to walk up Market to the Union Square area unless you have really good walking shoes on. Get off at the Embarcadero, take in the Farmer's Market, Pier 39, Fisherman's Wharf, etc. then take the Powell Street Cable car to get near Chinatown (ask the Gripmen - they're very friendly). You can walk from Chinatown (Grant Avenue) down to the Union Square shopping area. Be sure to take in the new Westfield Mall with Nordstrom, Bloomingdales and about 800 other stores.

Then get back on Bart at Powell Street to go back home.