If you live in Hull, and haven't been to Ferens Art Gallery, then shame on you. It is free to get in, they have a nice coffee shop and there are some stunning paintings in there. At the moment they have a special exhibition called "Darkness Visible" which is easily the equal of ones that I've seen at Tate Modern (that is to say that I didn't understand some of these exhibits either).
But that doesn't mean that I won't be going back. It really is a nice place. Right in the middle of town it is an oasis of peace and quiet and paintings and sculptures and installations.
I try to make a point of going into art galleries when I go places. Not because I am particularly artistic (obviously) but because it gives you a nice insight into the local area. Hull has some splendid galleries and museums and can really hold its head up with pride in this respect.
Students, a good place to take your parents if they insist on you showing them the neighbourhood. You can leave them with the impression that you are acquiring culture, which is always a good thing.