Check out The Dupage Children's Musuem: www.dupagechildrensmuseum.org
We had a membership for years there when my twins were younger. It has two floors and your kiddo's will LOVE it! Check out the website. It's pretty close, in downtown Naperville.
Also, there is a huge Jump place that is so reasonable for the $ (best deal around, my opinion) www.airtastic.com
It's located in Aurora, really not that far (take 59 north to Montgomery Rd and go left to Frontenac which is the next light and go right, it's about a half block down on the right)
Have fun! Miss those days, my little ones are in school full time now, 1st graders :(