It should be the Opera House next to the Parliament Building. The building is very beautiful. There are ballet performances every night. The ticket price is not very expensive compared with other countries. It is especially beautiful when the lights are turned on at night.
The Second Point Palace was a Spanish palace during the colonial period of Cuba and is now the location of the Cuban Theater. The whole building is very beautiful, and the interior is also designed as a classic European theater. Nowadays, there are major theater performances performed here almost every week. It is really good to go in and watch a drama and enjoy the luxurious palace by the way.