Mandalay isn't an ancient city : it was founded in 1857 by King Mindon. In 1861, he moved his whole court, government and 150000 of his subjects from Amarapura (a little bit more South) to settle down in newly built Mandalay. All the elements of his teak palace were also transported to Mandalay. The custom imposed that people werew buried alive under the foundation of a new city (to become the guardian spirit of the place), and king Mindon is reported to have sacrificed 52 persons, placed under the four corners of city walls. Yet 25 years after, those guardian spirits didn't prevent the annexation of the Burmese capital by the British forces. The palace didn't make it thru WW2, but many fascinating buildings do remain.
The Shwenandawkyaung is the only remaining part of Mindon's teak palace. As king Mindon died in this building, his son had it removed from the palace grounds. It was given to monks and used as a monastery.
The Kuthodaw pagoda is a replica of the Shwezigon of Bagan. It includes rows of hollow mini-pagodas housing 729 marble steles where the integrality of the Tripitaka is engraved.
The Sandamuni pagoda also has steles in small pagodas, this time with commentaries on the Tripitaka. (The Burmese junta is often described as the most incompetent government on earth: it relies on opium/heroin to get cash and on unpaid labor to build infrastructures or to carry army supplies in insurrected areas. Hard to get evidence of that for travelers, though… The prisoners we saw repainting the Sandamuni pagoda were one of the only clear signs we encountered)
The Mahamuni pagoda, housing Mahamuni statue dating back to 146 and which was the cause of furious battle between Arakanese and Burmans is also located in Mandalay (see the "Buddha" section).
In Amarapura, we saw Path Hto Dawgyi pagoda which was built in 1819 by king Bagyidaw and the famous U Bein bridge (wooden, 1.2 km long, built over a seasonal lake). But the highlight of the place is the Mahagandayon monastery (see the "monk section").