This would be an all day trip, but we have taken our girls when they were younger .... drive west on 180 to Fort Morgan (tour the fort) and ride the Mobile Bay ferry to Dauphin Island. kids love it. Then drive north on 193 to Mobile (it's a scenic drive along the bay). Go tour the USS Alabama and the submarine and airplanes there. You can pack a picnic lunch, there is a picnic area. You can go back to Gulf Shores the way you came or take the interstate 10/ highway 59 back.
http://www.ussalabama.com/
In Gulf Shores, women like to visit the Riviera Centre Outlet mall for some power shopping
http://www.shoprivieracentre.com/
We like to go to The Track Recreation Center for mini-golf, arcade games, go carts and kiddie rides
http://www.ahospitalityguide.com/gsob/the_track_recreation_center.htm
Waterville is a nice small water park
http://www.watervilleusa.com/
Pirate's island golf is a fun mini-golf course, we go there alot
http://www.piratescove.net/gulfshores.html
about 30 minutes to the east is the National Naval Aviation Museum on
Pensacola Naval Station... it is the best aviation museum I've ever been too... and I've been to many, including the Air& Space museum in DC.
http://www.naval-air.org/
If you are going around the end of this month, or first of April, you may catch the Blue Angels doing a practice flight. You can go on base to watch and get to meet a few pilots after. This is something we do if we are in town. It's alot of fun, and less crowed than an airshow.
Another thing we have done.. rent a poonton boat for a day or half day and cruise around Perdido Bay. Look for dolphins follwing you, playing in the wake. Check out the beautiful homes on Ono Island.... fish...
or you can take a chartered dolphin cruise.
I've never done this but it looks like fun....
http://www.sailthedaedalus.com/
I've seen it cruising along before.... it's so beautiful!