How long are you here for?
This time of year, any of the parks are great - we love Blue Jay Point on Falls Lake in North Raleigh and Bond Metro Park in Cary is great, too. For indoor stuff, the Life and Science Museum in Duram is a huge hit - actually, outdoor, too, since there's a playground, petting zoo, train, and the butterfly house (which I don't think is open yet...) Also, Exploris, in downtown Raleigh has some great exhibits for kids.
A few others, The Factory in Wake Forest is great, as is Frankie's in Brier Creek (haven't been there yet, but heard great things, so we may go this Sunday!)