Staying at this sixteenth-century palazzo, meticulously restored by modern-day art patrons Maria Rosa and Gilberto Sandretto, is like being a privileged traveler on the Grand Tour. The piano nobile has been transformed into 11 accommodations, from the vast Marchese's Suite in the former ballroom to an intimate double in the family chapel. An impressive contemporary art collection infuses the Baroque palace with dynamic modern taste. There's a butler who will unpack for you and serve an aperitif in the rooftop garden, and the superb staff are available around the clock to arrange reservations, prepare snacks, or order in meals from some of the neighborhood's best restaurants.
When to go: Avoid August (it's hot and full of tourists) and January (cold and damp).
Which room to book: L'Alcova has a sumptuous sleeping area that opens onto a theatrical Baroque alcove with a whirlpool bath. Alternatively, the floor-to-ceiling seventeenth-century frescoed Camera degli Affreschi is a dream (doubles, $583–$1,034).