Totally agree with you that Devizes Museum should be supported by the State. By comparison the Chelmsford Museum (entry free) is due for a £3.5 million extension to its present Grade II listed building, with new galleries and an education room. The present Chelmsford Museum is about the same size as Devizes Museum, and although it has some nice pre-Roman and Roman stuff (plus quite a lot of info on the Chelmer Cursus) it has nothing like the variety of artefacts that Devizes has.
Not sure about moving some of the Devizes Museum collection to Stonehenge though VBB. Devizes Museum does have its own history and it would be a shame to lose that. Don't know what the local politics are but it sounds like a campaign to keep the collection where it is and improve the galleries is called for.