H.H.
take them to Legends and walk around shopping and go to Cabelas and walk around.. look at the aquarium and the big room to the side with all the deer. it is really a cool store and my kids enjoy going there.
Take them to crown center and go ice skating. See if Kaleidoscope is open during that week.. they usually have free sessions to go through it and they can do a lot of hands on activities and it's usually free for the family time session. I know it's open during the summer but not sure about the winter months. Crown center usually has free events too and can check it out on their website.
Maybe plan a few hours at powerplay in Shawnee. They have a great pizza buffet and sometimes have specials if you buy the buffet you get one attraction free. Sign up for their emails and they will send you weekly specials.
Have a night and bake sugar cookies and make sure you have a ton of stuff to frost and decorate them with. kids usually love decorating them.
you only have them 5 days and will be surprised how quickly it will go and with Christmas in the midst of that I am sure they won't have time to get bored.
If they live in a country town they will be fascinated with your busy city life.. believe me there is a big difference. I know when my cousins come to visit they have a blast and think our world is so much different. We are very busy and on the go all the time and always invite them to join in our activities as most of them are at church and visitors are always welcome. They enjoy running around with us and think we wear them out so much that they are glad to get back to their simple life where they will need a few days to rest to recouperate from our crazy life and is quite an adventure for them. I do try to fit in a few fun things like shopping or taking them somewhere special or out to eat at a cool restaurant but truthfully they would be just as content sitting at our house talking and playing games.
If you really want somewhere fun to take them for a special memory. The Great Wolf Lodge indoor water park--you can buy one day passes for like 25.00 a person for the water park and swim all day long. If you don't want to spend that much maybe take them swimming to a local YMCA or indoor pool that is like 5-6.00 per person.
I would think a night at Longview in the lights, another night at the Plaza, and maybe 1 other event would be plenty for a 5 day stay.