This archaeological museum in Pejeng, 5km east of central Ubud, has a reasonable collection of Balinese artefacts. The exhibits in several small buildings include some of Bali's first pottery from near Gilimanuk, and sarcophagi dating from as early as 300 BC. The museum is about 500m north of the Bedulu junction, and is easy to reach by bemo or bicycle. It's a sleepy place and you'll get the most out of it if you come with a knowledgeable guide.
Some sarcophagi originating from Bangli are carved in the shape of a turtle, which has important cosmic associations in Balinese mythology.