We just take the kids to places we're interested in.
New York-- beginning as infants the kids have been to Museum of Modern Art, Metropolitan Museum, Museum of the City of New York, Museum of Natural History, Children's Museum of the Arts, Children's Museum of Manhattan, Empire State Bldg, Staten Island Ferry, Ellis Island, Yankee and Met games, Top of the Rock, Bronx Zoo, Central Park Zoo, United Nations
Also have visited England (2x), Ireland, Boston (many), New Hampshire (2x), Acadia National Park (2x), New York State (Cooperstown, Fingerlakes, Buffalo, Niagara Falls), Baltimore & Washington DC (many), SF Bay Area (many), S California (2x).
All these trips were great. We never try to do too much in one day and just take care to mix kid-pleasers with more adult-oriented activities.