This has to be one of my favourite museums in Milan. It's not overly large so you can get around it in 2-3hours even if you like to take your time.
It has a great mixture of artworks, and each of the rooms also has photographs of the way the room looked when the place was lived in as a city Palazzo (unfortunately it was heavily bombed during WWII but many of the rooms have been reconstructed including the beautiful circular staircase off the main entrance). The gem of this museum is the small study that is still in original condition (the only room), and is a work of art in itself!! The cost of this museum (9Euro when I last went) includes the price of the audio guide, and usually the ground floor contains a more modern exhibit if you get tired of looking at historical pieces.