You haven’t been to Sydney if you haven’t been to the Blue Mountains. World Heritage Site that is 2 hours scenic train ride from Sydney Central Station. If you’re on a budget like me, Get off at Katoomba station & take the bus to Echo Point to see the three sisters and walk the giant staircase down to bottom of the 3 sisters. But if you want to spend a little, Scenic World tour office is just at the exit of the Katoomba train station.