There are so many museums and attractions in Cannes that you would need days to visit them all.   Some of the highlights:
Bellini Museum and Chapel, Parc Fiorentina - 67 bis, avenue de Vallauris, 04 93 38 61 80  – Built in the late 1800s it's an art museum and inside an ornate Italian Baroque-style chapel and it's free to visit.
La Castre Museum – one of the newer museums showing modern and contemporary art; check out the gardens as well
Car Museum – fun for auto lovers with over 100 cars on display including Jaguars and Rolles Royce.
Cannes Beach - Plage nº 5, Boulevard La Croisette – private beach means you have to pay to use it.   It's nice and not too expensive.
Carlton Beach – part of the Carlton Hotel – again, you have to pay to use the beach. 
Casino Croisette - in the Palais des Festivals; it's one of the largest and most famous casinos. It's dressy, men need to wear a suite and tie, and you'll need your passport to get in.