Plan for your safe return. Before you travel beyond the tour bus, make sure you are aware of the itinerary. Make special note of the time schedule, including drop off and pick up times (and locations). It will depend on the tour and your destinations. You may only have an hour, or you could have overnight or more. You do not want to be left behind somewhere.
Taste the local cuisine. Keep away from the touristy places to eat and find out where the locals go. Visit farmer or street markets to get a hold of fresh local produce, or the neighborhood food store.
Mingle with the natives. Walk around town beyond the tourist areas. Speak to the locals to learn about the region and find hidden places of interest. Find the local hangout and spend some time there.
Do as the locals do. Keep an eye out for any traditional or neighborhood festivities going on that you could experience. You can even find out about numerous activities in advance and plan for them.
Have enough money and be willing to give. Be prepared financially to allow you to experience many different new and exciting things. You may have to give up some comfort also to get a true feel of the land. Be willing and flexible and you are sure to create memories of a lifetime.