I may be tainted by spending a few weekends at The Exploritorium in CA as a kid. That place was very cool.
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How about bowling.
Broomfield Rec is pretty fun for kids. They have a great pool/water park.
My kids love Monkey Bizness. The one on Colorado is a bit more little kid friendly, however the one in Centennial is definitely big kid oriented. We are members to the train museum in Golden, and as corny as it may seem, its actually pretty cool if you like really old historical stuff. Plus the kids can touch and climb all over everything. They have some working model trains there as well. If you're looking just to burn some energy there is the play place at the Cherry Creek Mall and a great kids museum in Lafayette called World of Wonder, again lots of stuff to touch and play with. Kids Museum downtown Ive heard is OK, my wife says its expensive. BassPro Shops has the fish tank and usually some kid friendly activities on the weekends. http://denverkids.com/ has some good ideas and coupons.
Put my 5yr old in the pool and she thinks she had the best day of her life. She's also bugging me to take her fishing.
Best bet? Find another 5 year old girl (like mine) with a closet full of princess dresses and a dad who liked guns (like me). Organize a play date for the dads to talk guns. The kids could run around, too.
Pirates cove in Englewood could be fun. I've never been there as I don't have children but I used to play softball right by it. Not as big and crazy as Water World but still more fun than just a pool.
http://www.piratescovecolorado.com/s...740&page=41147
Ton of great suggestions here. Second the Wild Animal Sanctuary in Hudson, also have a Crickett rifle that I would be happy to loan.