The Peggy Guggenheim collection in Venice is a most appealing, well-lit, intimate museum experience. It's installed in Peggy's own palazzo - indeed, her ashes are buried in the courtyard among those of her pet dogs. I remember thinking how lucky she was to have not only her dogs, but her house handy; it never occurred to me to be creeped out.
It's actually very touching. Here's somebody's photo of it - whichever one we took is lost somewhere. And here's the website for the Peggy Guggenheim Collection. Even if modern art isn't your biggest thing, if you're in Venice, you really should go. Say hello to the old stone lion in the courtyard for me.