Not sure if Sydney light festival is still going but that's nice. Maybe indoor skydiving or mega trampoline for kids? There are a few weekend markets at the Rocks, Darling harbour and Paddington that you and kids would enjoy. You could catch ferries to Manly as a day trip, enjoy the local pubs and have good seafood or travel to hunter valley and stay a night or two in a vineyards, there are lots of activities for kids there. Hope that help.