The architecture of this museum of modern and contemporary art is worth a visit on its own. The museum, perched on the historic city wall above Palma’s harbour, was completed in 2004, when the royal family were amongst those at its grand opening. On display are artists from the Balearics or who have a connection to the islands, including Picasso, Miró and Baselitz. The museum cafe has a panoramic terrace with views of the cathedral and fantastic food.