We love to visit the American Museum of Natural History in New York City. We make good use of our membership, heading there a few times each year. The dinosaurs are always a draw, but they have wonderful exhibits as well, from butterflies, to whales, and the latest: venomous frogs.
UPDATE: I just wrote a post about our visit to the MOMA museum last week. If they kids thought dinosaurs were great, they had no idea what would be in store at this place!