My wife and I visited in early June 2017. This was a surprising site for me, as I didn't have particularly high expectations but Blenheim Palace far exceeded them.
It was originally built by the first Duke of Marlborough to celebrate his victory over the Austrians in the Spanish War of Secession (in Blenheim, southern Germany). It's still their ancestral home and Sir Winston Churchill was born here.
The exterior is very grand and impressive, and the interior is quite good too. Lots of variety in the rooms, from the austere front rooms to the lush formal living areas at the back. It's still used as a home occasionally, so large parts of it are still off-limits - don't expect to access every part of it!
There's a large exhibition about Churchill on the ground floor too, though I skimmed through this as I'd visited the War Rooms in London a couple of weeks prior and it was retreading similar areas.
The palace grounds are enormous and beautiful too. Lakes, cascading water, fountains, a butterfly garden, hedge maze for kids to play in, and the list goes on. Good separation between formal and informal gardens too.