For the Feijoada you will go to Bolinha and for great Barbecue you will choose Vento Haragano or Fogo de Chão. Unfortunately none of them are at walking distance from Paulista Ave, but they are close by Taxi and I recommend you do so. They are definitely not on the cheap side, but if you're here, you should try our best.
Another staple of São Paulo: it's intense night life. You will want to try it at least once. After sunset, all kinds of tribes spread around the city. If you're staying in the Paulista Ave, you're already next to some of those places: Augusta St.
At Augusta and nearby streets such as Bela Cintra, you will find Beco 203 if you like disco, rock, some alternative bands and indie music. FunHouse, if you're young as the population is just above teenagers. D-Edge is a 3 story high warehouse with great decoration, rock and international DJ's. Lab Club for pop, electronic, and enjoy the molecular drinks.
If you're looking for the popular Brazilian country music, Sertanejo, try Villa Country and Wood's. Now, if you want something more VIP, go to Club A or Pink Elephant. If you like GLS parties, you want to go to The Week, Bubu Lounge or A Lôca.
Just don't party too hard on the conference days :-)
So, you did party hard. Now it's time to fix your hangover. And for that, I recommend you go to Bella Paulista which is a 24-hours super bakery with everything you need, from bread, to sandwitches, soups, and everything to calm you down.
If you're more on the intellectual side, you're also in luck, because MASP - The São Paulo Art Museum is right around the corner, together with Casa das Rosas, for literature and poetry, and finally Itaú Cultural, a reference in terms of culture and research, with many expositions you can visit, do check it out.
There are theaters around but unfortunately you would need to understand Brazilian Portuguese to appreciate it, such as Comedians Comedy Club.
Now, you can go to Old Downtown to appreciate some of the classics. First stop is very early in the morning at Metro São Bento. From there you can reach Mercado Municipal, our humongous central market, to try fresh ingredients, spices, and everything a high end, high quality, one of a kind market has to offer. Definitely visit it if you can, try the sandwitches and other food there. You can learn a lot about the culture of anyplace by visiting its central market.
Then, go to Metro Estação da Luz, from there you can go visit Museu da Língua Portuguesa. It's the only museum in the world dedicated entirely to a language. This will enlight you a lot about our Portuguese language. And right next to it you can go to Pinacoteca to enjoy some more great art.
If you're into History, go to Metro Ipiranga and get a bus or taxi to the Parque da Independência and at the same place the Museu Paulista - and unfortunately, as of now, the place is closed for restoration. Check their website for updates.
If you're staying during the weekend, I recommend going to Metro Liberdade on Sunday. Liberdade is the Asian neighborhood of São Paulo. Some may be surprised that it's smaller than you might think given how well known the place is. The main places are near the Metro and the Galvão Bueno Ave. There are several japanese restaurants, stores that sell japanese ingredients and foods and Sunday they have an outdoor fair. Quite hidden around there you can also find the Busshinji Temple and the Museu Histórico da Imigração Japonesa, the museum about the century old immigration of Japanese to Brazil.
Now, if you're into being healthy, going to relax in a park is another great option. Again, right next to Paulista Ave, you will find Parque Trianon. But of course, the staple of the city is Parque do Ibirapuera. You can go to Metro Vila Mariana and get a bus or taxi to the park. It's huge, although just half the size of New York's Central Park. But you will find museums, expositions and other activities around, it also rents bikes so you can have a ride inside the park if you want.
To wrap it up, night is approaching, the sun is setting down, so you will go to Metro Vila Madalena which is the traditional region for bars and bohemians. Bar Astor, Boteco São Bento, Bar Filial. Particularly you want to go straight to Aspicuelta Street where you will find many of the great bars next to each other such as Melograno Bar, Mercearia São Pedro, Salve Jorge, São Cristóvão.
There are several places I didn't even attempt to mention such as Memorial da América Latina, Berrini, Cidade Jardim, Edifício Itália, Museu do Teatro Municipal, Edifício Matarazzo, Pateo do Colegio, Espaço Cultural Catarse, Centro Cultural Fiesp, Instituto Cervantes, Teatro Eva Herz, Galeria Vermelho, Mosteiro de São Bento, 25 de Março and so many more places.
If you're staying at least 2 weeks you can attempt to go to more places. São Paulo is known for it's dozens of malls as well, they are literally everywhere and it's easy to find as everybody knows where they are. But the items in this list are not so well known even for people that live here, so they're interesting to go visit.
Do you have any other questions? Leave a comment below. And if you're from São Paulo and want to add more tips, also leave a comment below.