Think I preferred SF over LA. Just felt LA was a bit of a dump.
For Alcatraz definitely do the audio tour.
Other places in SF: Coit Tower, Lombard Street, Pier 39. Pretty good pub called Jacks Cannery Bar that has around 80 beers on tap. Definite ride on the trams!
Also the Fire Engine tour was very good -http://www.fireenginetours.com/default.htm
For LA, Beverley Hills tour, Universal Studios.