When at HMS Victory you can also do the Mary Rose, on the same site. Also the Royal Marines Museum is now within the Historic Dockyard as well.
A 5 minute ferry ride from next to the Dock Gates (Gosport Ferry) will take you to Gosport where there is the Submarine Museum, with a guided tour on a Diesel Sub.
If travelling North, then the Pattern Room at Leeds will be the finest collection of small arms in the UK.
There is the Combined Services Military Museum in Malden, Essex.
Peninsula Barracks in Winchester has several museums.
The National Rifle Association has a museum at Bisley in Surrey. Small museum, but a timeless location.
Most Regiments/Corps also have their own museums dotted around.