Japan's Premier Train Collection: Saitama Railway Museum
Admission is 1000 yen, and you'll get your money's worth. I stayed for several hours wandering around, taking literally hundreds of pictures, and looking at the displays. The museum is open 10:00-18:00 (closed Tuesdays), but it's important to allow a long time to explore the entire complex. Some things (like the turntable rotation) happen a few times a day - check with the museum when you arrive for schedules. Access is easy via train - from Omiya Station, take the New Shuttle to Tetsudo-Hakubutsukan Station; the museum entrance is right at the station exit.