As many have pointed out, the Four Seasons is one of the nicest hotels in all of Europe. The Marriott doesn't even compare. I've stayed at both. The Marriott does have excellent service, a good location and the views are fab. If you stay there make sure you get access to the club lounge on the top floor. I went with a group of friends and we turned it in to a very gay happy hour each night we were there. We befriended some of the lounge staff and they took us out on a pub crawl.
As others have mentioned do always call for taxis. Also, make it a point to check out the bath houses that were mentioned-especially the Gellert. You don't have to wear the loin cloth, you can were a swim suit which is what many younger guys do.
The best guide I've found is the Time Out Budapest. It will point you to all the best restaurants-which are very good and not expensive-as well as the bars.
Also, try and see a performance at least one night. The concert halls are grand, and the performances are top-notch.
Hope this helps!