The Rocky statue is at the Philadelphia Museum of Art. So while it's really cool to see, that's about all there is to it unless you want to go in the museum. Though if you're going to be at the Franklin Institute, it's a short walk from there, so you might as well do it. The Academy of Natural Sciences is also right there.
Reading Terminal Market is cool, but you probably won't spend a ton of time there...grab lunch and then go. It's in the heart of center city, but not a ton for your kids to do right in that area, unless there's something cool going on inside the Convention Center (check its' calendar of events...depending on when in Feb you go, the Philly Auto Show may be going on, which is AWESOME if you like cars).
The Liberty Bell is right there with Independence Hall and the Betsy Ross House. That's a 3 mile ride from the Franklin Institute, so you'll want to grab a cab. If you like history, definitely worth your time. Right in that area is also the Philadelphia Mint, where money is made...literally. You can take a free tour, and that may be fun.
The zoo is really neat, but yeah, it'll be cold...and the zoo is in a really bad part of town, so you'd better get a cab right too and from the front gate.
There is also South Street, which is where a lot of "hip" (not sure what the right word is here) places are. Your boys may be a bit young for it yet, as there are a lot of bars, but there are also a lot of unique shops...it's the stretch from about 8th St down to 2nd Street. Jims Cheesesteaks is right there at 4th and South...best cheesesteaks in Philly...nevermind Pats or Gino's, Jims is far better. Night life can get...uh...strange, so best to visit in daytime. It's close enough to the Liberty Bell that you can walk, it's 6 blocks. It's a safe walk, as you're walking through Olde City, which is the high rent district.
As for hotels, there are plenty around. Look for ones near the Art Museum, PA Convention Center, Olde City, or City Hall. Convention Center, City Hall or Olde City will be your best bet for safe areas. There's a Sheraton right across the street from Convention Center that's really nice.
Have fun!!
