Ever have to travel on business to major business cities like New York, London, Hong Kong, Buenos Aires, Beijing, or Moscow? Check out The Economist Doing Business In... Audio Guides. If you're lucky enough to find a guide to the city you are visiting, you will get very practical advice on arriving, getting around, doing business, culture shock, and what to do for fun after hours. The guide is so useful I would also listen if you were visiting one of these cities for pleasure. You can check out their Gulliver Travel Blog if you need even more discussion.
For best effect, combine with a general guide like TripAdvisor.com, or a travel guide borrowed from the library before the trip.