The best: Led by Brazilian teammate Anderson Varejao, the Cavaliers took in the spectacular views from Sugarloaf Mountain, which sits 400 metres (1,300 feet) overlooking Guanabara Bay and the famed Copacabana beach.
The worst: A trip to the-even-more spectacular Christ the Redeemer statue — sitting at 700 metres (2,300 feet)— was cancelled because the tram up the mountain wasn't working.
At least they had Varejao to serve as tour guide.
"I told them to be ready to see one of the best views they will ever see in their lives," Varejao said, standing atop Sugarloaf.
Cavaliers coach David Blatt was impressed.
"It's not unusual to find myself in a different culture, different environment," he said. "But this is one of the most spectacular places I've been."
Both teams are using the Rio trip to build chemistry, a chance to get to know each other a bit better. They will pause the sightseeing for practices on Thursday and Friday.
"Our options are limited a little bit more in a foreign country, so it forces the team to come together a lot more," Heat forward Chris Bosh said before leaving Miami. "So we can use this as an opportunity to get better off the court."
It's also a mission to sell the NBA to its far-flung fans.
"The NBA is a global brand, and we have fans all over the world," Heat vice-president Alonzo Mourning said in Rio. "So the best way to connect with those fans is to make sure we visit the countries that have a strong interest in basketball."
Mourning was asked how many regular-season games fans in the United States would be willing to give up in order to allow the NBA to play more abroad.
"It's not a matter of giving up," Mourning said, "because we overdose the fans in America with the game of basketball. We really do. They have a steady diet of the game. And now it's time for us to kind of expand way beyond our borders."
He said fans would understand.
"They know that the game has grown to a very, very high level," Mourning said.
Miami's Dwayne Wade also knows his job is to sell, as well as play.
"We're partners with the league, and it's our job to make it as big as possible — and as exciting as possible," Wade said in Miami. "It's a cool element we get to do, take it international."
Saturday's game will be the first for LeBron James against his former Miami teammates since returning to the Cavaliers.
The game is an exhibition, but it will get lots of attention in Rio where it will be played at the HSBC Arena. The venue will be part of the Olympic Park for the 2016 Games, but will be used for gymnastics — not basketball.
Cleveland guard Kyrie Irving picked up an ankle injury during practice before the Cavaliers left the United States on Tuesday. He was in a walking boot on Wednesday, but said the injury was not serious. It was not clear if he would play or practice in Brazil.
Stephen Wade on Twitter: http://twitter.com/StephenWadeAP