The Opera Garnier, 9th arrondissement.
Although it used to house the Opera de Paris, that company has now moved to the Opera Bastille, and the Opera Garnier is mostly used for the ballet these days. If you get the opportunity, take an unguided tour. It costs less than 10€ - you’ll probably have to queue for a while to get in, but it’s worth the wait - you can stay for as long as you like, with access to the auditorium, the staircase, and the hallways. It was completed in 1875, and is simply exquisite, like a palace, which, in some ways, I suppose it is.