The Piccolomini Library inside the Siena Cathedral is really something to see. Gorgeous frescoes and ceiling. Also old choir books surround the room. Siena is a smaller city so you won't have to wait so long to get inside and won't need a skip the line ticket. We went inside when it opened at 10:30 and did not have a wait. We only had time to tour the cathedral (including the library), but it only cost us 5 euros. There is also a museum, a roof top view, etc. which was to cost 8 euros. You have to climb steps at the back of the Plaza to find the cathedral. Siena is the place the Palio horse races take place twice a year. Would be quite a spectacle, but also very crowded if you chose to visit then.