I arrived in a bit of a huff – beware of unscrupulous taxis from Budapest airport – but my welcome at the new boutique hotel in the heart of downtown Pest, Hotel Palazzo Zichy (00 36 1 235 4000; hotel-palazzo-zichy.hu), instantly dispelled any hard feelings. This resplendent former palace is the picture of luxury: cool marble, high ceilings and neo-baroque murals surround a plush monochrome lounge and bar. The staff could not have been friendlier, and fortified with a few complimentary cappuccinos, I set off to find out what makes Budapest tick.
I didn't have to go far. Right outside the door, bars and cafés spilled into Krudy Gyula utca, a haven for hipsters drinking spritzers and sprawling in the afternoon sun. The colourful, mosaic-lined Darshan Café (00 36 1 266 5541; darshan.hu) looked particularly enticing, and I made a mental note to explore its exotic Asian-themed bar on the way back.
But a growling stomach and the desire to sample some local delicacies led me to the Great Market Hall at the southern end of Vaci utca, a not-quite-as-chaotic version of Istanbul's Grand Bazaar, with Art Nouveau styling, a dizzying array of large vegetables and dozens of beautiful Hungarian handicrafts. I perched on a brick wall nibbling a cheese pastry and observed a steady stream of eager tourists buying paprika and Tokaji wine.
Soon I was strolling down the Danube to Szechenyi bridge, in need of another caffeine jolt. I found the holy grail of coffees in the opulent Four Seasons Hotel Gresham Palace (00 36 1 268 6000; fourseasons.com/budapest). The glittering Art Nouveau entryway seduced me into the bar, where I sipped iced coffee with vanilla bean ice cream, and lemon-basil granita served with delectable hors d'oeuvres.
Then it was on to the luxury retail avenue Andrassy utca: the bastion of Prada and chic ladies-who-lunch with their mini creampuff pooches in tow. The shopping and grand architecture would be reason enough to visit here, but I was on a single-minded mission to visit Klassz (00 36 1 225 1702; klasszbistro.hu), a gastronomical gem just beyond the opera house.
Queues wrap around the exterior during busy times – Klassz doesn't take reservations – but I nabbed the last table and prepared myself for a traditional Hungarian feast with a twist. Tender pork loin and chocolate ganache consumed with copious amounts of Bock cabernet franc were the order of the day. The unfussy, minimalist ambience worked perfectly; reasonable prices added to the buzz.
The evening had begun well – and then I stumbled on one of the finest nightspots in Pest. Just around the corner from Klassz, Liszt Ferenc ter shelters the bright young things of Budapest as they strut their stuff. I fought for a table outside Karma Café (00 36 1 413 6764; karmabudapest.com) and watched the spectacle over a few of their bespoke Karma cocktails, potent concoctions of Southern Comfort and passionfruit juice. The square is packed to bursting on Saturdays, but I passed on the chance to bar-hop in favour of a taxi ride to the most unusual club in the city.
I'd been told that the only place to party was the A38 Club (00 36 1 464 3940; a38.hu), a converted Ukrainian stone-carrier ship moored near Petofi bridge. The quirky Headshotboyz kept the house pumping well after midnight with their slightly odd techno music, but it's the peculiarity of the venue that's the selling point. Then a taxi in the small hours took me back to a gloriously soft bed at my hotel.
It would be a sin for any self-respecting hedonist to leave Budapest without indulging in a thermal bath. Szechenyi Bath and Spa (00 36 1 363 3210; szechenyibath.com) provided the ideal antidote to a heavy night, with three large outdoor pools and 12 thermal baths of varying temperatures. Hot stuff? That's Budapest for you.
A Hedonist's Guide to... (Hg2) is a luxury city guide series for the more decadent traveller. For more information, see hg2.com