It was a real treat many moons ago when I was a kid to be taken for afternoon tea in the old style tea houses of Tunbridge Wells.
Little crustless sandwiches, scones with thick clotted cream and strawberry jam, and small cakes all served by ancient waitresses in uniform. Very very delicious.
The modern kids may still love it.
A day trip to Tiger Temple, you can even throw in some history around Kanchanaburi
Pattaya is only 1.5 hours from the airport or 2 hours from Bangkok and has a few family things to do, just stay away from soi 6.
I would say do the Dusit Zoo, it's pretty decent and a very cheap family outing.
Thanks everyone! Some really good ideas scattered throughout the posts. Extra thanks to ScotchDrinker for taking so much of his time to write when he was tired to begin with.
Some of the things that we are seriously considering are MBK, chatuchak, Wat Arun and the spa at the hotel (while the kids do some kid things).
Some of the maybe's are Tiger Temple (because of the distance and time required), Siam Paragon Mall for the aquarium (but I hear it is mainly expensive high end shops there, which I assume would have similar pricing as here?), and believe it or not we are interested in the afternoon tea idea (is Penninsula better or some other?).
If there are anymore, keep them coming.
I stayed at The Peninsula the first time I went to Bangkok and found the spa to be very average, and the food somewhat disappointing (with the exception of breakfast). They have a lovely pool area and the service is to a high standard but there are better hotels in Bangkok. At the time, I wished I'd stayed across the river at the Mandarin Oriental instead!
Siam paragon is mainly high end shops yes.
But the high end supermarket in the basement is cheap if you want to pick up supplies.
Peninsula is a great hotel but I'll be trying somewhere else when I'm in bk next month.