Benaki Museum
(http://www.benaki.gr/inde...)— visit the beautiful neoclassical main building which houses collections of greek art, from ancient times through the byzantine period and the modern state. open late and for free on thursday evenings. the museum shop is a good place to buy souvenirs. there is a small selection at high prices but the quality is excellent.
National War Museum
2 Rizari
729-0543
Strictly speaking not in Kolonaki, but just across the street, the National War Museum is the only significant surviving public project of the military dictatorship which ruled Greece 1967 - 1974. Very interesting to enthusiasts of military history.