Hellobee Boards

if you have a car, the please touch museum (10 minute drive from downtown) is really great for kids.
in the city, the reading terminal market, a former train station turned indoor food market with tons of different vendors (try the amish soft pretzels, yum) is a great experience. for the holidays, they have a model train display, which i think kids would love.
currently, the franklin flea is going on in a former department store space (walking dist from reading terminal) with lots of fun local craft/antique/food vendors.
and, finally, anything historical! the historic district (independence hall, constitution center, betsy ross house, elfreth's alley- the oldest residential street in america) is very walkable and beautiful. lots of cobblestone streets. the neighborhoods are old city and society hill, and there are tons of cute and good restuarants, especially in old city. i personally love zahav, continental, and franklin fountain.
enjoy!