A great activity for those on a budget, and one which can easily be squeezed into a weekend itinerary. It's located near the National Gallery and a few other museums. Not many tourists venture here, but it's free to enter, open everyday, and there's a lot to see. Just be aware that you have to remove your belongings and lock them in a locker before entering. The award winning exhibitions which are housed here are also free to enter and extremely interesting. It's worth admiring the beautiful architecture of the outside too.