You know it's funny but when I was there I hardly left our flat but a few times each trip. lol.
What I can recommend is the Khan el-Khali market and if you are there it's worth it to hire one of the kids there that do the bargaining for you. They know just where things are that you might not see up front.
The pyramids were "ok" but I heard it's much better if you see it at night with the light show so that is something I'd recommend.
If you want to ride a camel just a fair warning...those suckers are TALL!!!

I freaked right out as soon as that bad boy stood up and screamed bloody murder for them to make it sit right back down!!!! My husband still cracks himself up over it to this day.
I can't recommend much in Alexandria because I have no clue where everything was. There was a HUGE outdoor market that we went to full of great bargains but I haven't the faintest idea what the name of it was. The outdoor cafe's along the water were awesome. I loved sitting out there drinking a fruit smoothie just watching the people.
Luxor is my next goal for when I go back. I'm not really into the resorts at all since that's not what I'm there for but Sharm el Sheikh is supposed to be just amazing.
What's awesome is the exchange rate! I think now it's about 5.5 egyptian pounds to 1 dollar but when I first went it was more like 7 to 1.