Keystone itself is pretty tame, but short drives can get you to some great places.
On their way in, have them drive over Loveland Pass on US6, instead of driving through the Eisemhower Tunnel. Chances are they will see snow.
Breckenridge is an authentic mining town, and has a nice downtown. Plus the Alpine Slide is awesome for all age groups. Included in the price for the Alpine Slide is a chairlift ride. In town, Eric's is a good place for lunch.
They will be right down the road from Lake Dillon, which is a beautiful sight.
Golf is everywhere.
Rafting is an awesome memory for the family.
They could drive to Vail, which is a half-hour away. Beautiful valley, with lots to do. Rent bikes as a family, and ride around town. Go to Ford Park and look at the gardens. Flowers everywhere. Take the gondola to the top of the mountain, where they have all kinds of activities. Hike down the mountain. Get great barbecue at Mo's in Lionshead.
Relax while breathing in some clean mountain air.
Kayak / canoe.
Learn how to flyfish.
Georgetown Loop train ride with mine tour.
Horseback riding.
On your way up or down, stop at BeauJo's in Idaho Springs for pizza.