here's a little bit of stuff -
athens, I like to have one meal in the plaka - I know that it is touristy, but once a year or so I like it. Psaras is a good taverna, its been there for more than 100 years. start there, then meander down hill.
another thing that I love to do is go to the Monastriraki Metro stop. as you come out of the station there are a dozen or more open air meat resteraunts, usually full of greek families enjoying meat and beer and the atmosphere. walk around, pick one that looks good. food is dirt cheap but consistantly good for what it is. there is also a flea market right there.
I would get some oil and honey in Athens, there are stores that sell many types of oil by weight/volume.
by the way, the metro is great, the city has really improved since it had the olympics
I usually stay at the intercontinental, but its not that well located. the hilton is in a very good neighborhood.
istanbul - I usually stay at the old hilton, its a good location with a good view. the intercontinental has a good view, too. there is a new hilton, try to avoid it, as it is about 15 minutes farther out from the center of town.
here is a good link about istanbul food -
www.istanbuleats.com
I usually go for a massage/bath in Istanbul. you can ask at your hotel for a non-touristy one, but they are usually men only, and can be pretty spartan. there are a few very nice ones that are tourist friendly in the sultanahmet part of town, and they will have women's facilities, as well.
this is a pretty good one - cagaloglu hamami
the massage can be pretty invasive, but cool non the less. give yourself at least 2 hours. you can also get a reasonable shave in turkish barber shops, for 5-7 bucks or so.
you have to get inside the blue mosque and haga sofia while in istanbul, as well as the the bazaar.
a couple of concepts - eat fish on the Galata bridge. I can't recomend a specific place, but the idea is to walk along the bridge, there are resteraunts underneth, where you walk. pick one that looks good. some have live music.
also, have your hotel arrange for you to take a boat to a resteraunt on the asia side, by the Fatih Sultan Mehmet bridge. there are a handful of very high end resteraunts that you can basically only reach by boat, they will send their own boat to pick you up and return you. very romantic, pretty good food. the whole experience is good.
there is a high end resteraount called "Tekke". I ate there on the asia side, and I can't find the address, but it is one of a few by the same owner. excellent food. you may be able to get your hotel conceirge to help you find the address.
there is a great place called Gelik Et Resteraunt. old famous kabab place, a little out of the center, but on the Europe side. this is a place for various meats and mezza.
you have some great recomendations for Rome. I have eaten several times at a place called giarosta toscana and we really enjoyed it alot.