Originally built in 1915 for the Panama-Pacific Exposition, the Palace of Fine Arts today houses the Exploratorium and a theater.
Adjoining Crissy Field integrates easily with other bay side adventures - the "palace" can host a nice walk or picnic, not to mention plenty of ducks and geese :)
Address: 3301 Lyon St, SF, CA
Wikipedia: http://en.wikipedia.org/wiki/Palace_of_Fine_Arts