You'll probably notice the Grand Palais before you go there; its spectacular glass roof can be seen from several points in the city, and at certain times of the day the sunlight makes it seem like a steam-punk spaceship has landed near the Seine. But if you don't go inside you would be missing out on a spectacular space.
Like many structures in the area, it was inaugurated in 1900 and since then, has hosted a wide variety of events, exhibitions and collections. From equestrian shows to Chanel fashion shows, from military hospital to a point of the WWII liberation of Paris, Parisians have always known to check out what's happening at the Grand Palais. There are also permanent exhibits, such as the science museum, National Society of Fine Arts and the Galeries nationales du Grand Palais.
Grand Palais is in the eighth arrondissement, on Avenue Winston Churchill. Take the M1 or the M13 to Champs-Elysées Clémenceau. Check listings to ensure it is not closed for a private event.