The masterpieces here are considered Rome’s most valuable (recall that the Vatican Museums are not technically in Rome). They certainly were collected early: This is the oldest public museum in the world. So try and schedule adequate time, as there’s much to see.

First stop is the courtyard of the Palazzo dei Conservatori (the building on the right of the piazza designed by Michelangelo, if you enter via the ramp from Piazza Venezia). It’s scattered with gargantuan stone body parts—the remnants of a massive 12m (39-ft.) statue of the emperor Constantine, including his colossal head, hand, and foot. It’s nearly impossible to resist snapping a selfie next to the giant finger. On the palazzo’s ground floor, the unmissable works are in the first series of rooms. These include “Lo Spinario” (Room III), a lifelike bronze of a young boy digging a splinter out of his foot that was widely copied during the Renaissance; and the “Lupa Capitolina” (Room IV), a bronze statue from 500 B.C. of the famous she-wolf that suckled Romulus and Remus, the mythical founders of Rome. The twins were not on the original Etruscan statue, but were added in the 15th century. Room V has Bernini’s famously pained portrait of “Medusa,” even more compelling when you see its writhing serpent hairdo in person.

Before heading upstairs, go toward the newer wing at the rear, which houses the original equestrian statue of Marcus Aurelius ★★★, dating to around A.D. 180—the piazza outside, where it stood from 1538 until 2005, now has a copy. There’s a giant bronze head from a statue of Constantine (ca. A.D. 337) and the foundations of the original Temple of Jupiter that stood on the Capitoline Hill since its inauguration in 509 B.C.

The second-floor picture gallery ★ is strong on baroque oil paintings. Masterpieces include Caravaggio’s “John the Baptist” and “The Fortune Teller” (1595) and Guido Reni’s “St. Sebastian” (1615).

A tunnel takes you under the piazza to the other part of the Capitoline Museums, the Palazzo Nuovo, via the Tabularium ★★. This was built in 78 B.C. to house ancient Rome’s city records, and was later used as a salt mine and then as a prison. Here, the moody galleria lapidaria houses a well-executed exhibit of ancient portrait tombstones and sarcophagi, many of their poignant epitaphs translated into English, and provides access to one of the best balcony views ★★★ in Rome: along the length of the Forum toward the Palatine Hill.

Much of the Palazzo Nuovo is dedicated to statues that were excavated from the forums below and brought in from outlying areas like Hadrian’s Villa in Tivoli. If you’re running short on time at this point, head straight for the 1st-century “Capitoline Venus” ★★, in Room III—a modest girl covering up after a bath—and in Rooms IV and V, a chronologically arranged row of distinct, expressive busts of Roman emperors and their families. Another favorite is the beyond handsome “Dying Gaul” ★★, a Roman copy of a lost ancient Greek work. Lord Byron considered the statue so lifelike and moving that he mentioned it in his poem “Childe Harold’s Pilgrimage.”