We went into the parks for NYE, even when my DD was under 10. If you're not up to that, you can go to Blizzard Beach if it's warm enough. We spent once NYE there once and it was very relaxing. Boardwalk has a nice dance party with a DJ on NYE and anything Disney is kid-friendly. Maybe you can eat dinner at one of the Epcot resorts that night and end up at the party. You'll be able to see the 9:30 IlluniNations from the Boardwalk if you think your kids won't make it until midnight.