It's easy to get from the CBD to the football stadium.
If they would like somewhere a bit quieter and more residential Paddington is close to the Stadium and it's got lots of shopping and eating. It's probably a bit more expensive than the CBD but they can get into town easily - there are oodles of buses along Oxford St to the city and they could hop on and off the bus in Darlinghurst too. Bondi Junction is on the other side of Paddington if they want to catch a bus in the other direction and it has lots of shopping too. If they stay on the bus they'll end up at one of the beaches.