We're very well off for Palaces in this neck of the woods. There's Kensington Palace just down the road, and half an hour further towards the M25 is Hampton Court Palace. Both are worth visiting in their own right, but at the moment there are some special events which may tickle your fancy.
Daily until the end of the month (OK, basically just this forthcoming week-end) there's an audio-visual exhibition about the life of Princess Diana at Kensington Palace, as a "Princess, Mother, Fashion Icon and Humanitarian". If that's not enough, there's a display of Diana's dresses for die-hard fashionistas, with additional costumes arriving in mid-April. Both are very appropriate, of course, as Diana lived for several years at the Palace (and, incidentally, it was where I met her - not that I'm name dropping, or anything, and I was just one among hundreds at one of their Christmas receptions).
For those who can't get their fix of Tudor life now that the TV series 'The Tudors' has finished, Hampton Court Palace has a 'costumed re-enactment' of the life of Henry VIII at the Palace, on 5-13 April, 3-5 and 24-26 May. The aim is to show what daily life would be like at the Tudor Court for real, although in this enactment, Henry looks more like the character from my history books than Jonathan Rhys Meyers looked like in the TV series. Still, it should be fun for those who like their history laced with political intrigue.