I could be mistaken, but not sure you can enter the Great Pyramid. When we went (last year) it was the second largest pyramid, or Pyramid of Khafre, that you could enter. However I'll echo a previous poster and say that if you don't like confined spaces, this is not for you.

I also agree that the Luxor museum is worth a visit - I think people ignore it, but it's got some interesting pieces. And if you go later in the day (we went right before closing time), you basically have the place to yourself. Another fun Luxor thing to do is to take a hot air balloon ride. It was pretty neat to look over the Valley of the Kings, Temple of Hatshepsut, Habu temple, etc. at sunrise.

Also, if you happen to visit the Habu temple in Luxor, there's a great restaurant just across the street from the entrance. Doesn't look like much from the outside, but serves some great food and it's really neat to sit outside staring at an ancient temple just across the street!