The museum is going to be in a Daedric shrine due to the majestic architecture and giant statue. I have not chosen one to clear out yet but it should be one relatively near a fast-travel town and preferably be smaller (one room is ideal). This would make the statue the centerpiece of the museum. Shrine statue rooms are usually square, so there will be four different areas, one on each side. Ramimilk near Ald'Ruhn is the obvious choice but I've ruined that location by overloading it, attempting to also place my library there, making the "Overflow Loot Bag" appear. Once that bag appears in an area, stuff you place in that room goes to the bag automatically when you leave, even if you've taken out all the items in the room. It's an annoying permanent effect.
The first area, in front of the statue, is the "Armory". It will contain various (complete) non-enchanted sets of armor I've collected. Because of the room item limit, and this being the only area not with a specific theme, further armor collecting will be limited to armors I personally think look cool. So far I have a set of Indoril armor (what Temple guards wear), Orcish armor (my character's armor of choice so it's a second whole set I own), and a partial set of Glass armor which I plan to complete later.
To the left of the statue, in the area near the left wall, is "Nerevar's Hall". This area will display various artifacts associated with the later stages of the Main Quest. First, Azura's Star (received via the non-storyline Daedric quest for the goddess) will be placed, representing Azura's role in the Nerevar story, along with Nerevar's legendary Moon-and-Star ring. Next to these will be placed the symbols of the four Ashlander tribes and the three Hortator artifacts from the Great Houses. Following, the end-game artifacts Wraithguard, Keening, and Sunder required to destroy Dagoth Ur. The final portion of this area will be a little Dagoth collection containing the artifacts taken from the eight Dagoth bosses, plus a generic Dagoth amulet of the kind that all named Dagoth priests carry.
To the right of the staute, in the area near the right wall, is the "Hall of Legends". This area will contain all 33 of the legendary artifacts. I know there are many more unique artifacts that did not make the Lore book but due to the room item limit I am limiting this exhibit to the 33 that did. It will be in three sections. In the first area, nearest to the armory, will be the four cuirasses, two shields, and three helmets. The next section will contain the fourteen weapons, and the final section will contain "accessory" type items (the eight rings, pair of gauntlets, and boots.)
Behind the statue, there will be one other exhibit: the Sanguine collection. I did the Morag Tong quests but instead of turning these items in I killed the boss to take the final one. He probably deserved it. The back area will also contain two (useless in the game) musical instruments (a drum and a lute) I found in an abandoned shack near Gnaar Mok, since I am a musician in real life.
The museum will also receive my final cast of "Mark" once every item has been moved in. My character will spend a great deal of time there, reminiscing about the many adventures required to collect everything.
I also have a large collection of books, but due to the room item limit I will have to put them in a separate facility. I am considering clearing out a room in a town so I can fast-travel there, because only one place can be marked at a time. Murder might be necessary, but I don't get a penalty if I taunt the current occupant of the room into attacking me first.
There will be screenshots of the museum if possible in my soon-to-be resurrected blog.