Hi, keilnirby,
Several years ago, there was a really nice exhibit of medieval Virgen and child statues in a room off the Pamplona Cathedral. I don't know if it was a special exhibit or part of the permanent collection, but it was really nice.
I think one of the nicest buildings in Pamplona is the Navarran government building, which usually has some small exhibit inside (last time I was there it was of camino pictures). But the building itself is definitely worth a visit -- it's hard for me to describe since I don't know too much about architecture, but it's a modern building built into an old one, and the stone it's built with is a modern version of the many shaded stone pieces of the old building. The colors are just beautiful. I believe it's pretty close to the albergue, which is very nice by the way.
And finally, though you didn't ask, if you want a very nice meal at a reasonable price, try the Basseri, on Calle San Nicolas. The tapas bar in front has lots of very good food, and the restaurant behind it serves a super menu del dia for around 12 euros. The food is really good, and for a couple extra euros you can upgrade your wine to a "gran reserva." I highly recommend it.
Buen camino to you.