Go, run, see the gigantic J.M.W. Turner retrospective at the Metropolitan Museum of Art in New York City.
I caught this show at the National Gallery in Washington, DC, in November, 2007. It is overwhelming; the cumulative impact of 150 Turners in one place can't be overstated. You might want to go twice and take in half the show each time.
The retrospective is at the Met through September 21, 2008. It's the first Turner retrospective in the United States - this I find amazing - and many of the works are on loan from British museums and private collections. I don't expect to have another opportunity to see them all in one place again.