Sadly, the cookie-making thing is no more. My grandkids loved it!
At Fort Wilderness, you can go for a sing-a-long and make s'mores over the campfire (you have to pay for the s'mores ingredients, or bring your own). Chip and Dale will visit, and then you can watch a Disney movie under the stars. Very fun!
At Animal Kingdom Lodge, there are a number of activities that are free. One is an art tour, where your guide shows you the collection of art in the lobby and nearby rooms and explains their origin. Another is the culinary tour where you visit Boma and Jiko, get free samples of the food, and learn about the foods on the menu. They also have crafts and activities for kids, African story-telling, and viewing of the animals at night with a night-vision scope.
There is free live music in the evenings at Port Orleans, Grand Floridian and the Dolphin (and probably more, those are the ones I've heard!).
The Electric Light Parade goes past the resorts along the Seven Seas every night - just go stand on the beach or dock and watch for free.
All the countries in Epcot's World Showcase have Kidcot areas where kids can do crafts. There are also Kidcot stops in Animal Kingdom - including a large one near Rafiki's Planet Watch - where kids can take part in various activities.
There are more, but I need to go to bed!
Teresa