Excursions in Sydney, AU

We are leaving for New Zealand in a few weeks, and on our return trip, we have 3 nights in Sydney, Australia.
We'd like to take a few excursions, but I'm hoping we can book them on the fly, once we are in Sydney.
Do you think we are risking getting shut out of day trips by waiting until we are there? There are two of us
traveling. We're considering a trip to the Blue Mountains, possible hike up the bridge, and hop-on, hop-off
bus. Not worried at all about hop-on option, but wondered about the others?
Thanks, Andy

Jump on and off the ferries going around the harbour. Great way to spend a day. Bridge Climb, book now if you want the cheaper, inner arch climb. Very little availability on that. The climb to the top which costs quite a lot of money is usually available at short notice. Blue Mountains... go on the train and use the hop on, hop off bus. No need to book in advance.