We went to the Hollywood Costume exhibition. The range of costumes is really impressive and the layout shows them of to great effect (just wait to you see the Indiana Jones bit!). They mix video interviews with the costumes and breakdown the costume development process.
I recommend arriving early or booking in advance as it gets pretty busy.
N.B. Did you know you can get 2 for 1 entry with a Waterstones card?
I also brought some stuff in the gift shop, this collar in gold and this mug which now sits on my desk with my crochet hooks in.