You could have a family games night, playing charades, board games and interactive games on the wii etc.
Movie nights are good fun too, get the kids to make some popcorn and watch a selection of films together.
Depending on the age of the children, they may like to make cookies, cupcakes or chocolates. Most kids love to bake and create some mouthwatering treats.
Have a crafts day. Wrap up warm and go for a cycle or a play in the park. A winter barbeque can be fun.
Some bowling alleys offer deals for taking kids early morning at the weekends. Check out your local library and community center for deals on various activities and events in your area.