Bourbon Street FTW!!!!
Po-Boy Sandwiches available in crawfish, shrimp, crab, catfish!
If you like blues visit the 'Funky Pirate' on Bourbon on a night in which "Big Al' is playing (Every night except Sundays it seems).
I never made it there due to excessive partying on Bourbon both times I went there

, but apparently there's an excellent WWII museum downtown.
Check out Royal Street and Jackson Square in the French Quarter during the day/early evening if possible there were a lot if interesting street buskars (Who are actually talented as opposed to bums who know how to play basic notes on an instrument) and a whole bunch of artists selling their wares.
Also +1 on going to a Saints game. I've been to a few NFL games in my day but the Louisiana experience of the Sunday night Halloween game there last fall was EPIC.