I live in Rochester and the Strong Museum of Play is a MUST SEE! It is home to the national toy hall of fame and has a ton of interactive kids play areas with dress up clothes, a pretend grocery store that allows kids to shop, scan, and pay (even gives them a real receipt).
I have never been but have heard great things about the Train Museum http://railroadmuseum.net/
I think the kids would get a kick out of the Maid of the Mist at Niagara Falls. It goes right under the falls (you get a nice rain slicker to wear). My parents took my brother and I when we were little. I couldn't have been more than 3.
Mom to two amazing DDs ('07 & '09) and a fur baby.
Gluten free since Nov '11 after non-celiac gluten sensitive diagnosis. Have had great improvement or total elimination of: migraines, bloating/distention, heartburn, cystic acne, canker sores, bleeding gums, eczema on elbows, dry skin and scalp, muscle cramps, PMS, hair loss, heart palpitations, fatigue. I'm amazed.