Echoing Telfes, don't miss the Lenbachhaus - incredible Blaue Reiter collection (tons of Kandinskys, Klees, Marcs, Marcke, Münther, etc.) & usually another interesting travelling exhibit, plus original rooms from when the house was inhabited by the Lenbachs - surprise!

My favorite museum in Munich, by far...

While you're at the Neue, please visit one of my favorite paintings - it's by Waldmüller - Young Farmlady with 3 Children in Window - Jünge Baüerin mit drei Kindern in (im ?) Fenster - please forgive my Deutsch! Didn't do so well on the grammer part... That painting just touches me.