Colonia has a great little deal where you can get a pass to four museums for 50 Uruguayan pesos. This is about US$2.50.
Seems like great, cheap entertainment, and it is, but not all of these museums are created equal. History buffs beware.
You can purchase this pass at Museo Municipal, which, for the record, is worth visiting. You will get a stamp on the back of your ticket each time you visit a new museum. We used ours over the course of two days; I´m not sure if it's good for longer than that but you can ask if it's a concern for you. The museums are all pretty small; you'd have no trouble doing them all easily in one afternoon and still have time for ice cream.
There are seven museums to choose from (there were eight, but the Museo del Períodico Histórico Español is, unfortunately, closed). We visited Casa Nacarello, Museo del Períodico Histórico Portugués, Museo Municipal, and Museo Indígena (see individual reviews of each of these for more information). The other options include the Museo y Archivo Histórico Regional, Museo del Azulejo, and Museo Paleontológico Armando Calcaterra.
The museums are all open from 11:15am to 4:45 pm, at least while we were there in November. The desk workers at the museums are all so friendly and welcoming that it kind of makes me feel bad for making fun of Casa Nacarello (the sorriest excuse for a museum I've ever seen!).
You will get a brochure when you buy your ticket that gives you a little description of each museum. These explanations are written in Spanish, English, and Portuguese, but the information inside the museums themselves (at least the four we saw) are all in Spanish.
Have fun! We enjoyed this little diversion, and it was the perfect way to get out of the hot, hot midday sun.