One of the best places in the world to go...
1. Christ the Redeemer. Mini bus from the beach or train up the mountain. If the weather is clear GO...do not wait.
2. Sugar Loaf, as seen in 007 movie. Take passports to prove children's age or you will pay adult prices. Again wait for clear weather and GO.
3. Walk the beaches, any of them.
4. Favela tour with a guide. I've done it twice and found it very interesting and humbling.
5. Hand Gliding off a mountain and land on the beach!
NOTE. I visited the tourist information office and was told to put my DSLR away. I knew it was a risk. SO use your COMPACT camera not a big camera and be careful. That is watches off, rings off, mobile phones in hotel safe, not too much money on your person...etc etc.
Rio is a wonderful place.