I suppose it depends where you live and what facilities there are around you.
When it rains here we tend to...stay in! Most of the time we're actually out doing something, so when it rains it becomes those rare occasions when we actually stay in.
Or, sometimes we head off to a garden centre in Estepona which has pets and a coffee shop with a play area, it's actually a really great place for the kids, ideal for when it's raining.
Or, sometimes we'll go to one of the main shopping centres as we don't tend to go there very much when the weather's nice.
Or, sometimes we go off to the cinema too.
Threre's not a great deal to do really when it's raining, but seeing as it doesn't really rain that much then it's not much of a problem.