My DD (who is now 6) hs stayed at Simba's once and Cub's Den (at WL) 2 or 3 times. She absolutely loves it and begs to go. It is great cuz we get some "mommy/daddy alone time" and she gets to play with other kids and do arts and crafts. If it was not $10 an hour I would let her stay all night, but as it is we leave her there 3 hours maximum.
It is open from 4:30 pm-midnight (I am pretty sure that is when it closes...I have never left her there that late) and they give them a choice for dinner if they are there around 6 pm.
They take your cel phone number and also will give you a pager if you want one...so they can contact you if need be. We laways stay on property while she is in there, except once we went to Cirque Du Soleil. I didn't like that...felt like I was too far away from her, ya know?
There are no animal shows are anything. I "think" there may be a window they can look out and see animals at, but I am not sure about that...when we put her in there it was night time.
I am sure your kids will enjoy it.