We hear this question a lot throughout the year -- and especially when Pride and Folsom Street Fair attract out of town visitors from throughout the world.
The good news is that many of the kink venues in San Francisco are located within a few easy blocks of one another. If you've got good walking shoes and nice weather, it's easy to take a stroll through the heart of the old leather district to take in the kind of shopping, education and play that make the SF kink world so unique.
There are a few community play spaces which host classes and play parties in the Tenderloin/ Civic Center/ SOMA area.
The Citadel is HUGE, with 8000+ square feet of playspace & social areas. They host classes and parties for a wide variety of local BDSM groups, and you can find play parties catering to a wide variety of interests, particularly on Friday and Saturday nights. You'll find stations available for impact play, medical play, suspension, and more. Many of the parties also offer demos and bootblacking.
The Citadel is located close to Powell St. BART in the Tenderloin. The neighborhood is a little sketchy at night, but don't be scared off -- it's a great venue inside. :)
Alchemy SF is a smaller venue, but very elegant and well equipped. They also host a wide variety of parties and a few classes.
They are located a four block walk from Civic Center or Powell BART in SOMA.
The Center for Sex and Culture is also a great place to see if you get the chance. They're more of an art space/ meeting space/ library than a play space, but they occasionally hold classes and play parties.
You also should plan some shopping in the heart of the old SOMA leather district.
Mr. S Leather, Leather Etc. and Wicked Grounds are all within one block of one another and offer a great variety of BDSM toys, books, bondage rope, etc.
Mr S Leather predominently caters to gay leathermen, is filled with extremely high end handmade gear. Whether you're interested in leather uniforms, sex slings, bondage furniture, impact toys or puppy masks, you'll probably be able to find it at Mr. S.
Leather Etc has a somewhat lower price point with a mixed audience of shoppers. They also offer a wider range of corsets and fetish gear for women compared to Mr. S.
Wicked Grounds is predominantly a kink cafe and community space, but also has a curated selection of hand-made BDSM toys and the widest selection of bondage rope and BDSM books in town. If you want to find the widest possible selection of hand-crafted natural fiber bondage rope, or an obscure book on Marquis de Sade films in cinema this is your spot. (And of course we offer great milkshakes!)
Other Spots of Interest
Merchants of Reality is a local artists' space that occasionally offers classes by Bondage Erotique and is very friendly to the local community.
And of course it's not a kinky trip to San Francisco without taking in an Armory Studios Tour at Kink.com. You'll get to see the historic SF Armory, including several sets for its current owners Kink.com. If you want to see some truly extraordinary BDSM sets, you will want to check out this tour. The Armory also occasionally hosts parties and art events, which are highly recommended.