The age of the kids, which season you're going, and interests would help :). Personally, I'd definitely say Thermopolis as well...I plan to take my son to the dinosaur museum this spring, and to go swimming. That used to be my favorite trip when I was little. There are tons of outdoor options in good weather, but if you're planning on the winter then right around Jackson might be a good option for skiing and what-not. I'm trying to get into winter mode here, so it's hard to think of much without knowing specific interests, but feel free to message me (lifelong Wyomingite) if you haven't seen any likely suggestions yet :D.