The Rubell Family Collection, whose library, film and lecture theater and 27 small galleries sit on 45,000 square feet of concrete and steel, delivers on the promise raised by this sign in the best of ways—its pieces are bold, honest, occasionally explicit and consistently compelling.

Spring break in Miami can be difficult to navigate. If you aren’t careful, it’ll involve nothing more than traffic, crowded beaches, sunburns, expensive parking and liver disease. But you live her...