The city center is relatively compact. Walking is a great alternative in the old part of the city, as many of the streets are pedestrian only.
Taxis are not too expensive and easy to wave down, except late at night. Then you may have to look for a taxi rank and join the others waiting.

Warning: Although things have got better since 2002, bag snatching and pick-pocketing are still frequent in busy city streets. Watch out for people working in pairs. Be aware of people approaching you, asking for money.