Depending on the age:
Dubai Mall has plenty including the aquarium, ice skating, the fountains, candylicious, and other places.
Emirates mall has ski dubai and other choices.
Mirdaf has ifly dubai indoor sky diving
Stargate is a decent little amusement park
Wild Wadi water park
Atlantis has the aquarium and water park

Expand to Abu Dhabi and add the Ferrari amusement park and the formula one track.