I visited the Borghese Gallery on my trip to Rome last year and I was simply astounded by the beauty of the building, as well as the artworks on display. As I'd left it too late to book a regular ticket without clashing with my other bookings, I had to join a guided tour, so I recommend you book at least a few weeks in advance of your visit. I'm not normally a fan of guided tours as I prefer to take my own time with museums, galleries and historical sites, but the guide was truly excellent and at the end we got around 30 minutes (at least) to explore the gallery by ourselves before it closed for the day.
Built in the early 17th century, the building was originally one with the surrounding gardens, but they can now be explored for free. The gallery contains many works of note, including paintings by Titian, Caravaggio, Raphael, Rubens, and other well-known painters. Its collection of sculptures includes several works by Bernini, as well as at least one work by Canova. Many of the rooms that these paintings are placed in are distinguished by lavish frescoes depicting classical subjects. I recommend you take the time to admire not just the artworks, but also the building, which is a work of art on its own.