Pest - St. Stephen's Basilica, Herr square, State opera house, Shoes on the Danube bank
Hungarian parliament, Szechenyi thermal bath
Ruin bars - Szimpta Kent
Though not sure of your duration.. in Prague do visit the castle apart form the normal city tour, and evening cruise. also go to karlovy vary and cesky krumlov.. you will need one day for each.
in Vienna, schonbrunn palace, zoo are must.
also do give a visit to bratislava, capital of Slovakia, just an hour Tarun ride from Vienna
in Budapest, enjoy their famous spa bath and visit szentendre and visagrad town. very beautiful