Eh, I wouldn't waste your time at Darien Lake or Fantasy Island. Since you're posting this question on the DISboards I gotta think you know your way around an amusement park. Neither one of those is anything to write home about. Darien Lake is like your typical Six Flags (actually used to be a Six Flags). Seen one, you've seen them all.
The Stong Museum of Rochester though is the best children's attraction in WNY. It's the best children's museum I've ever been to anywhere...and I've been to lots of them, the big ones in Chicago and Boston, and several little ones other places. I've never found one as nice as the one in my own back yard.
Even at 10 and 12, I think they'll love it. My favorite part is the display of toys from each decade. You just can't go in there without finding your favorite playthings behind the glass.
If you're looking for an indoor water park, Great Wolf Lodge in Niagara Falls, Canada is closer than Splash Lagoon. We've never been to SL, but GWL is very Disney-esqe and we love it.
There's supposed to be some indoor trampoline place that opened recently in the area which might be fun to spend the day. I don't know the name of it, maybe someone else can chime in.
There's Bounce Magic which is indoor bounce houses. You might want to check WNY Family Magazine. They post their issues online and are always chock full of interesting things to do and places to go with the kids.
Have fun.