Upon arriving in Sergiev Posad you should head straight for the Troitse-Sergieva Lavra which is located on Krasnogorskaya Ploschad. Buses run from the railway station to the lavra, but it is also possible to walk there which will allow you to stop at the special viewing platform to get a great view of the lavra.
There are also a few extra sights in the city worth seeing. These are located around Prospekt Krasnoy Armi (Red Army Street) which runs across the whole city.