We've used three of them. They all open at 4 or 4:30 pm and stay open till 11pm or sometimes 1am, depending on season. You can leave them the entire time. They eat there, have bathrooms, and accommodations for resting.
The Dolphin Club is great. The same woman has been in charge for years and is really good with kids. They take them down the hall for dinner at 6, so dropping off timely is important. We left him there when he was almost 4 and he was fine. There is an art room, a screening room, a toy room. One night we left him till 11pm and he was laying on a blanket with pillows watching a movie in the dark. He could have fallen asleep if he wanted.
Neverland has fabulous people. They are all young help and there was always a guy there each night as well. He knew all the kids names and played with them. They took turns manning the front desk. When they left, they got to pick out toys from a chest to bring home along with whatever artwork they had done. They order dinner in at 6pm and 8pm and it's free and they don't leave the club. He was five this last trip. It's very secure and you can't even see the kids or the rooms when you drop off, which I liked. They always asked for the carbon copy when I got him even if they recognized me (we dropped him 3 nights).
The Sand Castle was my least favorite but probably DS favorite. He was five when we went in April/May. The large open space didn't look fun and there were a lot of older kids there, which worried me. This one had full size video arcade games, which he LOVED. You could see the entire place from the entrance and the desk didn't close off the entry. I worried a kid could run by them easily or one could be snatched. The kids in charge were a little ditzy. They never asked me for my carbon copy when I picked him up. Ultimately, he was ok though.