C.W.
Welcome to the area! Here are some places to look into for fun:
Morton Arboretum in Lisle
DuPage Children's Museum in Naperville
Naperville Riverwalk
Naper Settlement
Brookfield Zoo (about a 40 min drive but we get an annual membership and make good use of it!)
You also have a lot of parks and preserves in the area and the Great Western trail which is great for biking.
Odyssey Fun World is good for indoor amusements (at I-88 and Rt. 59)
Also check out kidwinks.com for other ideas and free event postings for your area. In the summer there are lots of movies and parties in the park thrown by park districts, as well as festivals.