It was part of a tour group so we had a guide. I couldn't say for sure, but I couldn't imagine doing a lot of the sites there without someone shuttling you around. Maybe you could rent a car or get a taxi, but many of the sites are located some distance from Cairo and there wasn't much (of any English) signage and traffic was chaotic. The Pyramids of Giza are fairly close to Cairo, if I remember correctly, but there are plenty of other archeological sites that are out in the desert.
I do remember that we had an armed guard on our bus at all times. It was a guy who rode at the front of the bus and wore a suit, but had a submachine gun on a sling under his suit coat. This was 25 years ago, so things may be different. There were armed soldiers / police in a lot of public places as well.
Our first night in the country - the night before we started the tour - we had "free time" in Cairo. Cairo was nuts - people everywhere, crossing the street as a pedestrian was pure chaos, and we ignorant, touristy Americans stuck out. My sister and a few other teenagers got coaxed into a shop by some guys who then took them to the back of their shop and tried making moves on them (tried to kiss them). They were quick to get out and were unharmed but I hate to think what could have happened.