the ferry to alcatraz is supposed to be worth every penny, but you have to book it a few days in advance (at least). If you try to get tickets the day you want to go, there will be lots of people offering bay cruises in that general area. they range from $20-$40, and most are not worth it. if you want a good view of the bridge, go down the pier to ghiradelli square (and get some chocolate while you are there) and walk out on the long fishing piers. it's just as good as the boat tour, without the motion sickness.
If you know you want to visit then book online well in advance.
It can be cold, wrap up.
Apart from that, go, enjoy.
Alcatraz!! Be sure to purchase tickets days in advance! It's next to impossible to show up and catch a boat the same day!!!!