Memorial Beach is a great day out. You can sit in the shade and watch the kids splash around in the water. Take a lunch with you. This is a great family day out.

Stockbridge has a lovely little cottage that is cheap per night. My cousin brought his kids up there not to long ago and say it was a nice little getaway. They spent 3 days there and didn't want to leave. Check it out! http://www.vrbo.com/479116

Deer Mountain in Connecticut is quite lovely. The river runs besides it and it is always great to walk along side. The grounds themselves are very peaceful and clean.

If you are looking for fun canobie lake park is a great destination for kids. It sits right on the lake and is located in Massachusetts.

Here is a map of the park : http://www.canobie.com/parkmap.php

I just heard this from a friend and I hope this information will help. Cockaponset State Forest (Pattaconk Lake Recreation Area)..

I recommend Lake Waramaug in New Preston, CT, the second largest natural lake. Your kids would have a great time riding their bikes, going in the lake and visiting the nearby falls. The water is tranquil, you would also see pretty views of flora and fauna, turkeys, deer, and bunnies, in addition to pleasant lake views.

Please, check out the featured lakes on these 2 pages: http://lakelocate.com/connecticut and http://lakelocate.com/massachusetts