The Delphi Museum, located near the archaeological site, is well-laid out and has some wonderful holdings. I have included some pictures of my favorites. (Unless otherwise noted, these images are all my own. Here’s another good page with some images.)
The museum’s first awe-inspiring sight are massive kouroi, identified by some as Kleobis and Biton.
The Bronze Charioteer is probably one of the museum’s most famous objects.