Something to consider wherever you go. 14 and 11 year olds tire of just sites. They want some activities. Make sure you location has something - parks (Madrid's Retiro Park still rents paddle boats in winter), bike tours, something non museum/church.
London has the massive slide near Olympic park, the aforementioned paddle boats, the Barbary apes in Gibraltar (and a small town in France), hiking, biking, etc.