The MCA is situated just in front of the water, with views of the Sydney Opera house and right next to the Harbour bridge. With 3 floors of contemporary art, starting with more emerging artists on the first floor, going up to it's permannent collection on the second and then usually a mindblowing solo show from an established artist or group show. You can finish your visit with a lovely meal and drinks on the fourth floor, which offers some of the best views of Sydney. Pictured here is a photograph taken from Tatsuo Miyajmi's exhibition and his artwork Mega Death.
My personal favourite Australian artist Ken Done has his gallery in the middle of The Rocks, near Circular Quay. Its constantly updated with his new and old works and well worth a visit!