I'm assuming you're looking for things right around DLR and not in other parts of California but the best science museum I've been to is the Exploritorium in SF. Probably too far away but thought I would mention it anyway, just in case.
We went to legoland recently with our 3 year old and we liked it but it definitely seemed geared towards elementary school aged kids. So I think your older kids will really like it, especially if they like legos but the younger one might have to sit out on a lot of rides. It seemed like a lot more height restrictions than at DLR. They have a huge water play area that looked like fun so bring towels and swim suits if your kids will want to play there. I don't remember how much tickets are but they usually have a lot of coupons and deals. Also, if your kids sign up for the brickmaster club i think they get a free child's admission but if you're going sometime soon than it might not come in time for your trip.
Legoland is in Carlsbad...about an hour and a half south of LA...30 min north of San Diego. Not super close, but not really far either. We have been going there every year since my youngest was 18 months. My DDs are now 4 and 7 and they still love it. If your 2.5 yo is at least 36 inches she will be able to ride most things you would want her to ride with you. You can check out the height requirements on the website. There is also a big dry playground in addition to the water area.
The 9 and 7 yo would be able to do just about everything there. My 7 yo thinks the roller coasters there are just scary enough. She loves them!
It is about $60 adult/$50 child but there are pretty easy to find coupons around for buy an adult ticket get a child ticket free etc.
The Observatory is really nice - they redid it a couple of years ago. Plus beautiful views of LA, and about 15 minutes from Hollywood & Highland so you could take in a (little pricey) movie at Disney's El Capitan theatre - which is like going to the movies back in the 20s I suppose - beautiful and a live organist playing Disney music before every show. It's across from the Chinese, so you can see the footprints while you're at it. Some movies are preceded by a short character stage show as well. A bunch of not-so-greatly costumed characters (superman, elmo, sometimes chucky (yech! scary)) hang around in front of the Chinese. They want $$ to pose for pics. I avoid them myself, but some tourists seem to like it.
The LA science museum isn't bad, neither is the one in Santa Ana (near DL - mentioned earlier ). The Santa Ana one is especially good for little ones. Santa Ana has a cute very small zoo too.
I got to Legoland in a little over an hour last weekend from the DL area. Depends on traffic of course. Your kids are the right ages to enjoy it - but you may have to break into groups so the older kids can ride the very easy coasters there.
The Aquarium of the Pacific in Long Beach is pretty good for the ages of your kids. I also think the Discovery Science Center in Santa Ana is neat. I believe the Science Center in LA has free admission if you don't mind driving to LA.