Check your local libraries for activities. Yesterday we went to a reading of The Gruffalo, complete with toys, followed by singing. We're out somewhere else tomorrow, otherwise we would be at a different library making crafts from around the world. During term time, most of our local librabries have a regualr story telling session for pre-school children. My library runs them twice a week.
Community centres sometimes have free activities as well. Also yesterday, we went to a creepy crawly type event, where a company brought in tarantulas, snakes, terrapins, cockroaches, etc for the children to see. There is also quite a lot of educational talk, but the kids don't always realise that they are learning something.
Families with young children will find activities at Children's Centres.
Websites such as DLTK often have some great activities for children. DLTK has plenty of crafts, but they also have the facility to make your own dominoes, bingo boards, and memory games, based on different themes. If you laminate them, you can get lots of use out of them. Our summer dominoes come out every year, and we sometimes use other themes in between.
Collect yoghurt pots to make towers, or use spaghetti and marshmallows or newspapers and sellotape.
It's a bit chilly for picnics at the moment, but you can have an indoor picnic. It's even better if you make a den first.
Lots of museums are free. In St. Helens, the World of Glass museum isn't free, but just inside there is a hall of mirrors which is free. It isn't like a fairground hall of mirrors, it's much better, and kids will spend plenty of time having fun there. It's right next to the cafe, so parents can have a coffee and still keep an eye on the kids.
Liverpool World Museum is always worth a day out, and it is free.
If your kitchen cupboards need sorting, play shop with the kids first. then when it's time to tidy up, just put everything back properly.
Making pizzas, decorating biscuits and similar activites are usually enjoyed by most kids.
Collect some boxes, tubs, etc and have a junk modelling afternoon. A washing powder box makes a great body for a robot, and you can keep it as a storage box for your child's bedroom afterwards.
Cereal boxes with the top and one side cut away make holders for magazines, thin books, and papers. Get your children to make and decorate them, then tidy their stuff away.
www.naturedetectives.org.uk is a fantastic site for all sorts of nature activities. You can download a scavenger hunt, print off a bag template to make up and collect leaves, etc. You could also make your own scavenger hunts - one based on colours is good, but blue can be quite difficult to find.
Bark rubbing.
Dancing to CDs. Singing along as well, if you are inclined to do so.