If you only have time for one Rome museum, make it this one. Once the private party space for Cardinal Scipione Borghese, the 17th-century palace is a work of art in itself. Its 20 rooms are filled with works by Bernini, Caravaggio, Titian and Raphael—but don't forget to look out of the windows onto the attached gardens. These were once used as outside rooms to cultivate rare trees and plants. Advance ticket purchase is required.