There's a castle in the centre of town, bit it's mainly Victorian! Recommend the Millenium Stadium tour, good, even if they aren't into rugby.
Down by the Bay there's some sort of James Bond thing; might not still be there though as I can't find it on google but the Wales Millenium Centre is good for a visit as you can just wander around inside and look out through the windows, which are in the shape of letters. www.wmc.org.uk/?lang=en
St Fagans is fantastic - wander around old worlds or take a bus .
There is a museum in town which is for kids , very hands on - technology , science - free I think. Google science museum in cardiff.
Near Star wars or james bond place there is cardiff bike hire - cheap and off road takes you round bay - we went half way round and back thi summer and a nice ice cream kiosk and park is along there about half way. V. safe, nice view for parents. I had 4 kids with me!!
Lovely park with boats and swings in roath - think called roath park - great cafe for adults to rest awhile
Swimmimg place recommended on here is good - lots of activity features.
There is alos child friiendly white water rafting nearby.