National Museum of Wales as Henry van Statten's Museum
Rose and the Doctor lands in an underground museum containing many space objects.
Source: The Doctor Who Locations Guide
“Dalek” Filming Locations
Doctor Who episode “Dalek” was filmed in Cardiff in the United Kingdom.
Millennium Stadium as Henry van Statten's Base
Rose and the Doctor are brought into the tunnels of the underground base where they have to fight the Dalek.
Source: The Doctor Who Locations Guide