If you're interested in ancient Chinese folk culture, you should check out Dongyue Temple, 500m east of Chaoyangmen subway station on Line 2. Dongyue, namely Eastern Mountain, which refers to Tai Mountain in Shandong Province, was supposed to be where the government of the underworld is, according to Chinese folk superstitions.  As a result, there are plenty of sculptures (more than 300) depicting the underworld bureaus in the temple, which give you a good understanding how Chinese people imagined their afterlife in the past.

The temple is Taoist and first built in mid Yuan Dynasty (ca. 1300) so quite some relics to see. If by a slight chance that you're a calligraphy fan, you have to go because many a stele have been erected there since the beginning and there is giant piece by Zhao Mengfu (趙孟頫), one of my favorite calligraphers.

And the most compelling reason is: it's so convenient to go and thus so overlooked by most.