Really all of the shows are worth seeing, as are the penguin and shark exhibits, and Wild Arctic exhibit, with polar bear, beluga whale, and walrus habitats.
Your little ones will love the Sesame Street Bay of Play area that is opening soon - the old play area was great, so I assume this new one will be outstanding!
It's hard to fit in all that in 1 day in the off-season, but it can be done if you get there at opening.