In a pleasant, tree-lined street in the barrio París-Londres is Londres 38, a former detention and torture centre. It was approproated by the military regime following the coup, having previously belonged to the socialist party. It was used by the DINA (secret police) as a torture and holding centre for regime opponents, at least 98 of whom died there or afterwards. In front of the building, victims' named are embedded among the cobble stones (similar to the Stolpersteine in Germany).
I was initially a little surprised at the condition of the walls, but of course it makes far more sense to see it like this than artificially spruced up. You certainly get more of a sense for the suffering that took place there; although it's also really amazing to think how central the location is. Ilovechile.cl writes that the building was known for the loud classical music coming from it - pretty chilling when you realise what that music was covering up.
The building is not huge and although very interesting, it doesn't provide a great deal of background. If you're unsure of the history, think about joining a tour or read up beforehand. The site is free to enter but please consider making a donation if you visit.
Londres 38 (derechoschile.com - info from the Rettig report, in English)
Londres 38 (ilovechile.cl)