This is a good question and also a little tricky and it can be dangerous to do lots of physical activities indoors especially in cramped or smaller homes or in houses with delicate and breakable items.
Anyway, my idea is to hide each childs favorite treat, toy or whatever they look forward to, before they wake up, after lunch or snacks. And to make a game of it, the one who finds it first gets to have it.
You can substitute other games for this as well, like the one who shoots the most hoops or putts the most or jumps high 20x first or does an elaborate exercise first, etc. etc.
Or of course nothing beats playing wii.