Visit to Kenia (Nairobi)

Dear All, I'm Gaston and I've been living in West Africa lately, and an active member in Internations community also.
I would like to visit East Africa, so that's why I come here for help. I'm planning to visit Kenia for a 2 weeks, so those are my questions:

* What would you recommend me to do / visit? There are some "must"?
* How much should I budget for eating? (Middle range)
* Is there's something I should be aware visiting Nairobi?
* In which side of the city should I look for lodge?
* Any other tip that might help me to enjoy my visit

Thank you all in advance!!
Best regards.