From the Mixed-up Files of Mrs. Basil E. Frankweiler by E. L. Konigsburg
Claudia is my kind of kid--in order to teach her parents a lesson, she decides to run away to the Metropolitan Museum of Art in NYC, since she likes art and it will be a comfortable place to hide out. She brings along one of her brothers, but only because he has money. I remember reading this as a kid and loving the idea of living in a museum. It also has a mystery element to the story, as they try to uncover the secret behind a new statue on display at the museum.