http://www.denverkids.com is a great site. There are also some great museums as people have mentioned below. How old are your kiddos? I have a 7 year old and 18 month old so if you want to have company, let me know. We do fun stuff all of the time.
I have a 5 year old. I use: http://gocitykids.parentsconnect.com/region/denver-co-usa
Are you moving here or just on vacation?
There is tons to do with kiddos here. The zoo is awesome too.
Feel free to call or email if you need more ideas.