The Art Gallery is part of the Civic Centre, it's a gallery that I had not been to before but proved to be well worth a visit.
A good collection of paintings from various periods but the most interesting (for me anyway) is a set of large gouache works by Burne-Jones as featured in a recent ITV Perspectives programme '|A Passion for the Pre-Raphaelites'.
The gallery, I understand, is a rebuild after WW2 bombing and in a simpler style to the Guildhall's hexastyle Ionic colonnade. http://www.southampton.gov.uk/s-leisure/artsheritage/sotonartgallery/
