Ok, I used my extensive bloodhound skills and it seems that the majority of Art Galleries use Arial as their font of choice. Some galleries deviate a bit by using heavier fonts, but for the most part, it would seem, it's either Arial or Helvetica.
One of my friends added that more progressive art galleries and most, if not all, galleries in Great Brittain use a typeface called Tate. I haven't really corroborated his claims, but he's never lied to me yet.
Here's the link to see that typeface:
http://typophile.com/node/48375
There you go.
