An outing to Monkey World, Wareham, is a must with the kids! It is quite entertaining. I took Dad there because he watches it on the TV and wanted to see it in 'real life'!
Make sure you take a picnic because it's not cheap to eat in the cafe (dad and I had a huge sausage roll between us to keep us going, as it seemed the most reasonably priced item and much larger than a danish pastry!), but there are plenty of places to eat your picnic as long as you don't mind carrying it around with you!