What makes these urban hikes desirable is knowing that I don't have to walk home. I have public transportation. So at the end of the trip, I pull out the subway map to find the way home.
Another thing I need is a restroom, and I usually find one in a bookstore or coffee shop. Bryant Park in midtown has the best public restrooms I've ever seen.
My self-imposed regime of calorie counting and walking is pleasant in an older city like New York City. I believe, however, that this process is transferable to most places.
Pull up the map at http://www.gmap-pedometer.com/ and check out 2.5 mile walks from your home and see where that puts you.