Apart from the extensive site, the museum at Olympia is amazing. It contains a number of famous exhibits, including the (probably) original of Praxiteles Hermes bearing the infant Dionysus which was discovered in the temple of Hera in 1877. Like most finds, there is a certain amount of academic controversy around it. Very little appears to be certainly known about Praxiteles!
The statue of Zeus from Olympia was one of the seven wonders of the Ancient World (and one of the four which is not in modern Turkey). That was lost a long, long time ago, though copies do exist. It was made by Pheidias. In the 1950’s his workshop at Olympia was uncovered and items from it (tools, terracotta molds and a cup inscribed ‘I belong to Pheidias’) are on display in the museum giving a fascinating insight into the way the sculptor worked.
These are just some of the highlights, but, for Hilary, the Apollo from the pediment of the Zeus temple was the most amazing item on show.