This lovely ex-royal residence is in the middle of a busy commercial district, on Sri Ayutthaya Road, but don't let that put you off. It is made up of a collection of attractive old wooden houses which now house several collections of exhibits, many of which are connected to the performing arts. Make sure you look inside the highly decorated laquer pavilion (pictured) at the rear.
This museum is a small treasure that many tourists don't make it to, but it's very easy to get to as it's just a short walk from Phaya Thai Skytrain station. It's open daily from 9am to 4pm. Note that there is an alternate spelling of Suan Pakkad Palace when you're looking for this place and it's also sometimes called Cabbage or Lettuce Farm Palace. There's a lot more information on the official website, listed below.