Palazzo Piccolomini in Pienza is a Renaissance palace located next to the Cathedral. Built in 1459 by Pope Pius II, it's one of the earliest examples of Renaissance architecture.
It was home of the Piccolomini family for centuries, up until the 1960s when the last heir of the family died. The palace was turned into a museum, which is possible to visit.
An adult ticket is €12, and it includes a visit to the palace as well as the garden. The visit is 'guided', there's someone showing you the room, and you have an audioguide that explains some of the features in the rooms. Unfortunately, you can't just see the palace for yourself, so you'll have to wait selected time slots to visit, and the visit is 30 minutes, instead in the garden you can stay as much as you like.
Whilst the visit to the palace was interesting, my favourite parts were the view from the first floor and the garden. Both have incredible views over Val d'Orcia.
I don't consider it a must-do, but if you have some extra time in Pienza definitely give it a visit.
It wasn't allowed to take photos of the interiors, so I just can share the photos of the garden.