There aren't many specific tips I can give you guys on Thessaloniki, seeing as we only spent a short weekend there and spent most of that weekend by the pool, enjoying doing absolutely nothing in particular. Eating and drinking, mostly, interspersed with some reading and dozing off, and the occasional dip in the pool to cool off every half an hour. We did spend one afternoon in the city center, but it was so unbearably hot that every fifteen minutes I had to seek solace in an air conditioned bakery/clothing store/cafe.
I would say some activities worth doing are:
1. Enjoying the 360 degree view from the top of the White Tower.
2. Having a stroll through the innumerable cafes and bars lining the water (we wanted to go back there for drinks one evening but were too cosily set up at the Hyatt Regency lounge...it was a doomed idea from the start).
3. Go and see some of the lovely old churches dotted around the city.
4. If you have time, head up towards the hills and visit the old city of Thessaloniki.
5. Be sure to enjoy a seriously refreshing iced cappuccino (just give up your skinny capp for a day and go full fat. It's Greece, after all).
6. Eat a chicken gyro (so much better than a 2am London kebab version) and forget the diet whilst you're there.