My favorite is definately the Andy Warhol Museum in Pittsburgh. I have been a fan of his art for many years and when I finally got to visit it, I had an absolute blast.
Oh, I almost forgot the Lace Museum in Brugges, in Belgium. I'm a girl... I like lace... And it was absolutely amazing.
I also love architecture and although they aren't really museums, I have visited quite a few of Frank Loyd Wright's houses and buildings as well as a couple others designed by some of his students. I visited Falling Water in Ohiopyle, PA, the Guggenheim in NY, an other house designed by him in Ohiopyle that has no name and another cool building in Buffallo.
I especially like to visit old buildings. When I went to Europe two years ago, that's what we did most of the time, visit old places...
Sophie.