Invariably from whereever one arrives in Monte Carlo it will be necessary to walk through part of the town. This is not necessarily a bad thing as the architecture of the houses is actually pretty cool.
I love this church a lot! Though it isn't very known in Monaco, it's the main cathedral. It's architechture is awesome and standing in front of it the view to the mediterrenean sea is breath-taking.
You'll reach it climbing up the hill to the palace and the walking along the narrow roads. You cannot miss it and it's a great walk from the palace, because you will find very nice shops, bars and restaurants on your way...