Image by Ksenia Elzes Lonely Planet
Formerly the Horse Guards’ Riding School, this large white neoclassical building was constructed between 1804 and 1807 from a design by Giacomo Quarenghi. It now houses rotating art and commercial exhibitions, often featuring contemporary and local artists. Check the website to see what's on while you're in town. There's a good cafe and a bookshop on the basement level.