You should begin your walk at Saint Nedelja Church (Sveta Nedelja). Walk on in and take a look at the many frescos in the church. There is a tradition to light a candle in memory of someone close to you who passed away. (You don't have to be a religious person to do this - it is tradition!) Candles can be found at the entrance (Edna sveshta molja). Behind the church, you will find an underground passageway (in front of the Sheraton Hotel) towards the Tzum complex. (A quick note: in the underground, you will find many artists and vendors - if you are into souvenirs, mark the spot - a wide array of reasonably priced gifts can be found here.)
In the underground you will find another church - Saint Petka Samarzhiiska with many frescos dating earlier than the ones at Sveta Nedelja.
After visiting Saint Petka Samarzhiiska walk towards the Banja Bashi Mosque. Please take your shoes off before you go in.
Across the street from the mosque is the Central Market(Halite) an indoor mall. From there walk to Ekzarch Iosef and visit the synagogue - the largest Sephardic Synagogue in Europe - it is a must see!
Walk back towards Saint Nedelja Church and there is another entrance to the "underground" (on the left in front of the Tzum complex), walk down the stairs. There you will find several buildings dating back to when Sofia was known as "Serdika."
Follow walkway to the right so that you will end up at the back end of the Sheraton (The Presidential Offices), make a right until you find an entrance to an open courtyard (left side). In the middle of this courtyard you will find Sofia's oldest church The "Saint George Rotunda." Larger than Saint Petka Samarzhiiska church, this church has been completely restored to its original beauty.
Walk back towards the Yellow brick road, make a right and follow this street towards the Alexander Nevski Cathedral. You will pass the National Theatre Park on the right. On the left you'll see the King's Palace. Further down, on the left - you'll see the Russian Orthodox church. As you continue the walk towards the Cathedral, you'll pass by a few embassies, The Bulgarian Academy of Sciences, the National Assembly.
Make a left between the Bulgarian Academy of Sciences and the National Assembly. You will then find on the right side, the Cathedral - you will find Sveta Sofia Church on your left - also worth a visit!
Find your way to Vasil Levski Blvd - take a right and walk until the tram racks (Graf Ignatiev Blvd). Make a right and follow it to the garden (on right) where you will find another church "St. Cyril and Methodius and their five disciples" with its recently restored frescos.
From there walk towards Rakovski Blvd., cross the street and take a look around the book vendors. There you can find books, maps, cds and more.