My list, in no particular order:
1. A Horse Mania Scavenger Hunt! I. LOVE. THIS. When we lived in Bucks County, PA there was a similar thing called Miles of Mules (mules pulled the barges up and down the canal.) There are 79 horses... I would like to see pictures of your kids with at least 12 of them!
2. Visit Ashland, the home of Henry Clay- There is even a "History's Detective" sheet to print out before you go. And July 9th is the Family Fun Festival Of 19th Century Country Life with kids' activities and costumed interpreters and farm animals, oh my! (Funny aside, Henry Clay was a great friend of my great something-or-other grandfather!)
3. In addition to Ashland, you could also visit the Mary Todd Lincoln House (celebrating the Abraham Lincoln Bicentennial this year) or the Hunt-Morgan House (home of one of Kentucky's Nobel Prize winners). Even better if you can find a book to read about the subject before you go!
4. Take a ride on the Valley View Ferry. It's been transporting people across the Kentucky River since 1785 (with upgrades, of course!) and is Kentucky's oldest continuous business.
5. Visit the Lexington Farmers Market- eat home-grown and support local farmers! (Hey, you might even get your kids to try a new vegetable, if they picked it out themselves!)
6. The Natural Bridge State Park- great for hiking. On July 11th there is a guided hike you can sign up for. Rumor has it they even have square dance weekends! (I'm sure the men in your family will LOVE it!)
7. Take a tour at the Toyota Manufacturing Plant-This would be so cool! The plant covers 7.5 million square feet, but you tour on a tram around the plant. Unfortunately, the two little ones are too young to go in the factory, but it might be fun to visit the visitor center. I bet Al would love the factory tour!
8. Take a free guided tour of the University of Kentucky (M-F, 9:00 and 1:15). (or don't!)
9. Take a picnic to Boone Station State Park.
10. Tour the Lexington Herald Leader and learn how the news goes to press.
11. Visit the Kentucky State Capitol (in Frankfort)- There is a collection of dolls dressed in replicas of the dresses of Kentucky's First Ladies (if your Princess is at all like my princess, she will love this!) and if you get lucky, you may even see some legislators in action!
12. The Kentucky Vietnam Veterans Memorial- moving and a great history lesson (also in Frankfort).
13. (A baker's dozen!) Tour the Ale-8-One plant in Winchester on any Friday at 10:50. Who knew Kentucky had its own soft drink?