Concierge at the Grace is excellent and will steer you if you indicate your interests. Leopolds used to have a great traditional SA buffet (not like any buffet you have had before -- really) but they've closed the downtown location (for good reason, you needed to pack an Uzi to walk that block), presumably Sandton one is just as good. You are staying at the best hotel in Johannesburg. There used to be a restaurant with blues (jazz) in the Rosebank mall (near the Park Hyatt -- abysmal hotel, avoid at all costs) that was quite good, can't remember the name but you can ask at the Grace. As for shopping for art, it is too much a matter of personal taste, but visit the furniture store that makes tables etc. out of old railway ties (beautiful wood!), it is in Elephant Walk at Sandton, called something like African Railway Woodworks (not the right name, but you get the idea ... sorry, I just walk around and visit, rarely get to spend more than a day or 2 in SA which isn't enough for such a beautiful country).