Depending on how the kids are with heights, the PS Aerial Tramway could be a nice side trip.
http://www.pstramway.com/ Just make sure you dress for temperatures a good 30 degrees or so lower than ground level.
There's also the Living Desert Zoo and Gardens right there in Indian Wells.
http://www.livingdesert.org/ Their season appears to just go to January 15th according to their website so you might miss it.
Otherwise, unless your kids are into golf I'm not sure there's much else in the immediate area. If there's somebody here that live right there they might have more ideas, I just live nearby and sometimes pass through...
I'd call it more of a 3 hour drive from Palm Springs to Legoland, but your mileage may vary depending on the day of the week and time of day. Traffic will be pretty bad during weekday commuting hours, especially heading towards Carlsbad in the morning and back in the evening.
The best route from Palm Springs to Legoland is 10 West -> 60 West -> 215 South -> 15 South -> 78 East -> Rancho Santa Fe exit left -> West San Marcos Blvd right.
If you want some great Mexican food near Carlsbad I highly recommend Las Olas. From Legoland take the 5 North to Carlsbad Village Dr left -> County Hwy S21/Hwy1 right(I forget what they call it right there...) and it's on the left side. (Parking's in back)