The Saadian Tombs are the final resting place of one of Marrakech's earlier dynasties. It's located in the south-central part of the city near the Bahia Palace, El Badi Palace, and Dar Si Said, as well as the Mellah and Kasbah neighborhoods, all of which should be on your list of things to see. I'd suggest doing a route first thing in the morning.
The tombs are divided into sections and connected via peaceful garden of orange trees, roses, and palm trees. I'm not much for history, so I came mainly for the visual splendor and architecture, both of which it has in spades. The tombs are marked via plaques of Moroccan tile and the interior rooms are decorated with intricately carved ceilings and doorway arches. I'd suggest going around lunchtime after visiting the other sites in the mornings. That'll let you escape the tourist hordes and enjoy this place as it was meant to be enjoyed: in peace and quiet.