The famous facade is best photographed from the rooftop cafe across the street (buy a chai, ~₹100, for the view) rather than fighting street-level crowds; interior is a warren of narrow stairs, not much to see once inside.
Built in 1799 by Maharaja Sawai Pratap Singh, grandson of Jaipur's founder Sawai Jai Singh II, and designed by architect Lal Chand Ustad. Constructed as an extension of the City Palace's zenana (women's quarters), its five-story pink and red sandstone facade of 953 small latticed jharokha windows allowed royal women to observe street life and processions below without being seen, in keeping with purdah customs. The honeycomb design also created a natural cooling effect, giving the building its name, the 'Palace of Winds.'