We caught an early morning train to Philadelphia for a day trip from NYC. It was a quick trip (1 hr 20 min) and easier than trying to navigate the road. I was surprised how compact the city area was, we walked all day (initially we had thought about using the metro) and while it was cold (about 32F or 0C) it wasn't raining.
Reading Terminal Markets
I could have spent all day eating here, but we only managed to try the Philly Cheese steak with wiz and some fabulous hand rolled doughnuts
We had meant to try Campo's but after the early morning start and all the good food at the market we never made it
Independence Hall, we were able to reserve our free tickets online for a $1.50 booking fee, this worked out except for the fact you still had to collect your tickets at the visitors center!
Liberty Bell, can be viewed inside or outside the museum that is independent of Independence Hall
Walk from Independence Hall to the Philadelphia Museum of Art
The Rocky Steps at the Philadelphia Museum of Art
Boathouse Row, you can get some cool pictures at night (our are from the train)
We missed out on tickets to the observation tower (I couldn't find anywhere to book online) and I'm still disappointed
Special call out to The Red Headed Traveler for all her cool tips