*On the first Tuesday of every month from 4-8pm you can take your kids to the Children's Museum of Denver. It's great for younger kids and has interactive exhibits, a real fire truck they can play in, and many role playing areas for the younger crowd.
*On the first Saturday of every month the Denver Art Museum has a free day for all Colorado residents and they usually have a lot of fun art type activities for the younger crowd.
*The Museum of Nature and Science also has free days for Colorado residents and kids will love the Space exhibit, the dinosaur exhibit, and the health exhibit. In the health exhibit they can put on real goggles, gloves, and overcoats and do real experiments which are all pretty cool.