One option, especially if the weather's not the best, or maybe as a reward, are computer games. With the console games getting more and more complicated the younger kids can struggle a bit, so we turn to basic PC games for the younger set, and leave the Playstation to those a bit older.
My favourite online kids game site is Yogo Alley. The site is part of the marketing for Yogo flavoured yogurt in Australia, but it is not overpowering and does not require you to purchase or register (although you can sign up to unlock extra games, we have plenty of fun with the standard games).
The site has your character located in a street scape, where each game is represented by a store front. You simply walk through the front door of the game you would like to play.
For heaps of fun for little kids, and some grown ups too,
check it out... http://www.yogoalley.com.au/