In Rome. The Pantheon is amazing. I stumbled on it accidentally - and The Church of St. Ignatius of Loyola at Campus Martius is amazing and not touristy. Read about it before you go. If you want to eat paella, why not do a paella cooking class? It was fun and we met other people and made ourselves a 3 course meal with wine and sangria for the same price we paid for paella at an upmarket restaurant. Our paella was actually tastier. Free walking tours are great too!