The Holkars' original Indore palace, begun in 1749, is currently undergoing major renovations and is closed to the public. The temple in its rear, however, has already been restored and is a lovely little refuge from the hectic city, with a charming wood-pillared courtyard (enter from the north side of the building) and an impressive Shiva lingam. And, on the upper floor, a small museum dedicated to the Holkar dynasty. It contains a few photos, but that's about all.
Madhya Pradesh & Chhattisgarh