By far the flashest building in town is the Yan'an Revolutionary Memorial Hall (延安革命纪念馆, Yán’ān Gémìng Jìniànguǎn), fronted by a statue of Mao and housing this museum. It offers an excellent, if obviously one-sided, account of the CCP’s time in Yan'an and the Sino-Japanese War. More English captions would be nice, but there are plenty of photos of the good old days and other exhibits that are self-explanatory. Bus 1 (¥1) runs here.
You can walk here in a few minutes from the Wangjiaping Revolution Headquarters Site.