How about San Francisco? Cable cars, the Exploratorium, great parks, the coast, a zoo, Pier 39, sea lions, chocolate, Chinatown, street performers, and the Monterrey Bay Aquarium nearby, which is like the best in the world.

Chicago is fun. Lots of museums, parks, the Navy Pier, boat rides, the lake, Willis Tower, Zoo, aquarium... Everything is pretty close and fairly walkable, if your 4-y-o will be ok in a stroller.

The Riviera Maya is super easy from Texas. There are several resorts that have sort of eco-water parks in them. Many also have kids' clubs. It would be an easy vacation, since you could choose an all-inclusive resort and not have to worry about anything. Usually the kids' rates for these places are really reasonable, too. The only downside would be the need for passports, if you don't have them already, and possibly some additional vaccinations.

oh- and I have a 4-y-o boy, too. It has gotten easier to travel with him in the past year as he has gotten older. Some things that have worked for us: iPad! (We don't have a TV at home, so watching videos on the iPad or playing games is a big thing. We have headphones that are his size. This will hold him over for at least a couple of hours.) A new pack of Hot Wheels Cars. This has become a tradition. I did this once, and it worked so well that now he gets a new bunch of Hot Wheels cars every time we fly somewhere. He spent hours messing with those things the first time, and, while the novelty has worn off a bit, he still loves getting them! He thinks it's part of flying, just like getting the peanuts. I think next time I'll bring along a fairly involved Lego set to put together. He has gotten pretty good at doing up to the Ages 7 and up Lego kits, with a little help to walk him through each step in the assembly instructions. We've done up to 300+ piece kits. It's not an independent play activity by any means, but it is one that engages him for over an hour -- maybe two -- and we enjoy guiding him through as he puts the things together. The ImagineInk coloring books will keep his attention for a brief time. They're fairly compact, so another good thing to throw in. He has a LeapReader now, and he will do that for up to an hour at a time at home, so it would also be a pretty good option. It has a headphone jack. I think he's old enough to play silly card games like slapjack now -- perhaps for the plane it could be called tapjack, so the tray table doesn't get whacked too hard. Snacks are a good diversion, too. We do dried fruits, pretzels, fruit leather, and usually I'll throw in something they haven't had before but I know they'll like -- like chocolate bunny snacks or something special along those lines. And he always gets excited about the WN snacks, too, since they're different than what we have at home. That'll consume 20-30 minutes.