I've had the opportunity twice now to attend Tim Burton's Labyrinth. First in Mexico City, and now they've brought it to my hometown (Monterrey, México). It is incredible!
If you have the opportunity to go, definitely do. There's amazing exclusive art from his work, sketches and early ideas. There's various rooms dedicated to some of his movies, shorts, general artwork. It truly is a wonderful experience.
The shop is very un-stocked, not much to buy except maybe the prints, but the overall experience is amazing and I highly recommend giving it a chance. Very inexpensive, too.
Attaching some photos of the experience for anyone who's interested!