Fit for a king, this royal palace houses one of Europe's great (and as far as we're concenrned, most underated) art collections. Caravaggio, whose career is intimately connected to the 17th centruy Naples, is the start of the collection. Having said that, you'll certainly not want to miss works by Titian, El Greco,Annibale Caracci, or Angelika Kauffman.