You have to go to the Hofbrauhaus(sp?). It is very touristy, but worth it. The food isn't bad either. Most of the eateries in the marienplatz are at least decent. Also, I don't know about your proclivity towards alcohol, but I believe that weissbiers are some of the best beers in the world. You can't swing a cat in Munich without finding a place that has numerous kinds of weissbier.
I would also recommend against going to Neuschwanstein, with only 3 days in Munich. The castle tour itself is a waste of time, as it is only about 20 minutes long, which isn't necessarily the government's fault, as the castle is only 1/3 finished. However, if you feel compelled to visit the castle, I would recommend walking up the road to the castle, instead of taking the back way up the mountain. Also, if you do visit, make sure you walk up to the scenic bridge overlooking the castle. The view is unbelievable and it is impossible not to take a good picture of the castle from here. This, in fact, is the best part about visiting Neuschwanstein. The views are amazing. I don't know if it would be enough to spend an entire day on though, as you'll be spending about 6 hours on the train and several hours on-site. It is all of a daytrip.
I found Dachau very moving. It may not be the most profound concentration camp experience in Europe, but the fact that it is very well preserved makes the trip very memorable. It is a half-day trip from Munich and I would recommend Radius tours. Our guide was very knowledgeable and they take care of transportation.
Hope this helps.