The Museo Archeologico Nazionale is a wonderul Museum to wonder through!
To complement your trip to Pompei, this museum has a great Mosaic display, and a 'special' room dedicated to the brothel art work found in Pompeii. During the year there are temporary exhibits. This past winter, exhibits included artifacts and statues from another city burried by Mt. Vesuvius' erruption in 79AD: Ercolano. There is also a permanent Egyptian Exhibit that is usually closed.
Many Roman artifacts are on display at this museum, from glassware, to coins, and models of their buildings. The Museum is open 9am-7pm but closed on Tuesdays. Admission is about 10 euros but it is included in the Artecard, which can provide free or reduced admission to various sights around Naples. http://sights.seindal.dk/sight/1073_N...
How to get to the Archaeological Museum from the train station:
While you can take a cab from the taxi stand in front of the station, it is very easy (and cheaper) to get to the museum on the metro. Purchase a metro ticket (1.10 euro as of 2009) from a newsstand in the station, and follow the signs for the “Metropolitana.” Go one stop in the direction of Pozzuoli to the Cavour station. In this station, you will see a sign that says “Museo,” which points to a long tunnel. The tunnel is well lit, perfectly safe, and has a moving walkway. Make your way up to street level and you will be right outside the museum.