Here's a recommendation for anyone who like me (I'm ashamed to say) doesn't often make it further into the Walker than the exhibition galleries. If you venture as far as the far end of room 3 upstairs you can see a study for the Murillo painting 'Virgin and Child in Glory', which is really rather sweet.
The study is on long term loan to the Walker and is on display in a cabinet in front of the finished painting. Apparently the small oil sketch was probably painted as a 'modello' to show Murillo's patron Ambrosio Ignacio Spinola, Archbishop of Seville, before starting on the large altarpiece that is now in the Walker's collection. It's rather cool to be able to see them together and compare the two