In Chelsea, the most celebrated (or, depending on your viewpoint, reviled) collection of contemporary art, ranging from shockingly revealing self-sculpture to exhibitions of bright new talent from China or Africa, came from adman Charles Saatchi, a gossip column denizen with a knack for selecting trenchant pieces that make you think. The impressive collection is the resident in the three-story, 6,500-sq.-m (70,000-sq.-ft.) former Royal Military Asylum building (1801) in Chelsea, complete with a cafe and bookshop. The socially risky, eye-bending experiments—one 2014 show covered the wall of a gallery with swarms of papier-mâché ants—make the Tate Modern’s choices look conservative. It’s not a good place for kids, though, since the philosophy is to present art without rope barriers.