This city is so stunning at night. No matter how cold it may be (or very windy like it was when I was there), go for a long walk along the Danube River. There is nothing like it anywhere. A walk along the Danube from the Buda Castle (pictured above), pass Matthias Church, to the Parliament building (featured below) is nothing short of magical, where all the buildings are lit up.
On the walk back to the hotel, I cut through the city, walking around the Parliament building through the streets that are equally well lit. I came across this statue, which I believe is Roosevelt on a bridge (pictured on the right). It looked so real. You will find lots of other amazing statues on a walk through town. I found Ronald Reagan only a few blocks from the Parliament Building. Try not to miss walking pass St. Stephens Cathedral at night as well. Granted I got to see it with all the amazing Christmas decorations in front of it, but it would look amazing at night without that.
The nighttime views make this city one of the most romantic and spectacular of all European cities.