Hi Carol
Definitely the cave houses and the shell house in Rojales!
La Riena Sofia parque in Guardamar - birds, turtles, fish etc. and a nice playground
Further afield - Guadalest is stunning and well worth the drive
Alicante castle - there is so much to explore there. Go up in the lift and come down through the tiered gardens.
Depending upon their age - try the crazy golf up at La Duquesa golf course.
Irene