Now, I'd never heard of Siena, but our tour guide had us make the day trip when we were near. I must say, it is my favorite place in Italy now. I would like to live there for a while when I'm old and decrepit. The beauty astounds me and even the little tourist venues in the squares. I found my first Italian crepe in a Siena shop. And every single person we met was helpful in some way.
Things to do. If you are in the area in July and August, you can watch the Palio. The Palio is a race in the Piazza del Campo. Ten horseback riders compete in the historic race that started on August 16, 1656. You can walk the streets; it isn't huge so no worries about being lost for hours. The streets are lovely and you can walk to the University of Siena, close to Piazza del Campo. If you are one for exercise, you can climb the beautiful Torre del Mangia, literally the 'Tower of the Eater' (the name comes from the builder). I personally did not get to climb the tower due to time, but if someone has, let me know how it was. There is also a small church on the way in; stop there, take pictures. Find the ledge that overlooks Siena and get a landscape view.
There are little restaurants lining the squares, along with many snack shops on the streets. We stopped for lunch and had pasta then found a sweet shop wandering back. So no worries about food. Clothing stores are abundant and as I mentioned before, you will find some sort of tourist venue in Siena, no matter where you are. They sell everything from postcards to scarves. We also found a candle store with workers that made their own candles. They would personalize any for free when we went.
I am not claiming to be an expert; I was there for part of one day. However, I do think I saw more of it than some people get the chance to. If you are ever near, do not miss this little town.
Personally, my favorite view from a little street bridge