Let’s start with the always fabulous Thinkspace at the Powerhouse. They’re running a wide range of activities, some of which are already sold out. If you have a geeky kids you really should treat them to one of Thinkspace’s workshops.
The Australian Museum has a nice range of programs tied into its current Aztec show. While that might not immediately engage the imagination without some research, they’ll be good for kids who have been to the Museum exhibition.
Following on the tie-in theme the Sydney Observatory has what appears to be a stretching effort to link to the Powerhouse’s Circus exhibition with Solar System Circus for the under-8s. The Observatory is also running its more usual excellent range of holiday activities.
The UNSW High School Computing Club has some more serious workshops running. These are one of the few workshops available that go beyond the introductory level (although they have beginner courses running too).
Outside the center of town Sydney Olympic Park has a lovely range of activities: Extreme Engineering in particular caught my eye. On the North Side of the Harbour Professor Plum’s has some more chemistry-based activities.