If you choose Windsor, the castle is great!! Lots of swords guns and suits of armour to look at, as well as Queen Marys dollshouse and toys. You have to go through airport style security to get in so thats quite fun too for kids. Windsor town centre is nice and compact, Daniels dept store has a HUGE toy department with lots to look at, there is an old steam train at the royal station to admire, and a splash playground behind the high street at bachelors acre. Lots of nice cafes and restaurants, for something different try the french bakery at Daniels dept store, cafe tearoom style downstairs and comfy seats upstairs but same homemade french pastries, yum yum. Upstairs do childrens tea very reasonably in the afternoons. Park along home park on the road to Datchet or along the river, walk across the bridge and explore Eton, with lovely little shops incl Jack Wills for the Teens. Go up the road around the castle and explore the castle and high street, the changing of the guards is around 11 ish (check website) you can easily spend a day exploring. Travellodge is in the centre on the pedestrian road and Legoland is open. Whats not to love? Have fun!!
I would go to Portsmouth. You can take the train right to the harbour (or drive if you prefer obviously - lots of parking, but in this case station is really handy). My dcs (similar age to yours) and I absolutely loved the historic dockyard - visiting the ships and the harbour tour by boat. You can also go up the Spinnaker tower which is great fun and there are lots of waterfront cafes and restaurants of all prices right on hand (and some outlet shops if you fancy a bargain). One of my favourite days out ever with the dcs. I also recently took the dcs to the Titanic museum in near by Southampton which is a brilliant day out, but that is less conveniently located and not so much for the rest of the day as Southampton is generally inferior.
Don't know about Windsor, but of the other 2 wold pick Bristol. There is @Bristol and the SS Great Britain which would probably be more fun than anything I can think of in Bath or Oxford (lots of lovely buildings and history, but if you're not into that, not too much else). Oxford (depending on when you're goin), you could punt down the river.