You can't talk about Pier 39 without talking about Fisherman's Wharf, located just down the street. Jefferson Street and the other nearby streets are lined with shops full of tourist kitsch, street performers, and more. If you need a t-shirt, sweatshirt, or windbreaker...this is the place to buy it. Also along Jefferson Street is the Ripley's Believe It or Not! Museum and The Wax Museum at Fisherman's Wharf.
There are several historical ships you can visit at both Pier 45 and the Hyde Street Pier.
Some of the ships are part of the San Francisco Maritime National Historic Park. A National Parks Pass will gain you admission to the ships that are part of the historic park. Please note that the Maritime Museum is closed for renovations until sometime in 2009.
If you want to do a little shopping beyond the tourist trap shops, you can go to the nearby shops at The Cannery at Del Monte Square or Ghirardelli Square. Both locations offer more than the three t-shirts for $10 type of stores.
If you're hungry, there are many places to choose from along th e strip from Pier 39 to Del Monte Square. You can also visit the Boudin Bakery and learn the history of sourdough bread. Several of the restaurants have outdoor seating, right out on the sidewalk in some cases. One of these is Cioppino's on the Wharf, where you can get their signature dish of cioppino, or possibly the Dungeness crab (be warned, you better like garlic.)