Centrally located and just a few minutes' walk away from the Xincheng hotel, the Inner Mongolia Museum is well worth an hour or so of your time, especially if you befriend the curator, who's known to give visitors impromptu tours.
The downstairs exhibition holds a wealth of ethnic Mongolian items, with highlights including costumes, saddles, long leather coats and cummerbunds, as well as hunting and sporting implements, including some very European-looking hockey sticks and balls.
Surprisingly, there's also a rather impressive paleontology display, featuring a woolly rhino fossils and yes, of course, dinosaur. Upstairs, you'll find maps and objects detailing the exploits of local hero Genghis Khan and the colossal Mongol empire he established in the thirteenth century.
On the corner of Xinhua Dajie and Hulumbei'er Lu, the museum can be reached by taking bus #3.