Drive to Cape Cod and walk on the beach!
Falmouth has year round resturants, beaches, shops, etc.
Come and walk the village, have a wonderful meal, watch the sun go down on the ocean, and enjoy the holiday lights and fun.
The Park St area is the best attraction hands down. You can see & skate the frog pond while it's frozen over. The ice sculptures in the Boston Common. Plenty of decorations and lights along Tremont St. You can also catch performances of the Nut Cracker at the Boston Opera House.
Faneuil Hall is a great marketplace anytime of the year, but is decorated and light up in December for a wonderful Holiday experience! You can get plenty of shopping in, get a bite to eat, or just take in the atmosphere while you admire the high Christmas tree.
Throw them into the Harbor so they get that real tea party experiance. Short of that, go to BosTix at Fanuel Hall and check out the daily discounted ticket selection for plays and concerts. Blue Man Group is fun if you have never seen.