Please tell us where to go!

Warm or not bothered? I liked Madrid but it's baking (the zoo was a big hit and the cable car, we did a theme park too) Warner brothers park is also there.

I didn't drive, there's underground and buses and cable cars. I mentioned the heat because it's very warm but things are open different hours. Parc des attraxions I think was the theme park. Restaurants open dead late but bars serve tapas from about 6pm and welcome kids. We stayed at the holiday inn just to the south of the pedestrian zone.

Amsterdam
Definitely visit the Nemo science centre. One of the best interactive science museums, kids don mini lab coats and safety goggles before they get to work on experiments
The Vondelpark has the daddy of all playgrounds! Actually it has more than one good playground so definitely worth exploring.
A fun pancake restaurant for children ages 5- 12 years is the Kinderkookkafé (Kids Cook Café) near the Vondelpark. The kids take over the small restaurant by cooking their own pancakes. You don’t have to book - just turn up like any other restaurant or cafe. www.amusingplanet.com/2012/01/kinderkookkafe-restaurant-run-by-kids.html
The Van Gogh museum has a family guide, treasure hunt and hands-on activities.
The Amsterdam Marionette Theatre puts on traditional puppet performances. Because the plays are set to classical music there’s no language confusion, and the costumes are amazing.
Artis Royal Zoo is a fun day out, all the more so if you time your visit to coincide with feeding times.
The Blue Boat Company’s canal cruises have a pirate-themed audio guide for kids. It's an interactive audio story with a booklet with games, pencils & a pair of real binoculars and is included with every children’s ticket.
TunFun in the old Jewish Quarter is a large underground playground with slides, trampolines and climbing apparatus, for children aged 1–12. It's quite easy to get to and near the Botanic Garden.
Also popular with my dc was the Pancake boat. You can cruise around for an hour on the canals filling up with freshly cooked pancakes onboard!

If you liked the places you mention what about Billund, Denmark?

A mile from the airport, so cheap bus or taxi, you have the original Legoland and Lalandia which is an indoor waterpark and actvity centre type place.

There's also a Center Parcs type woodland with lodges type thing in the same area and you could probably hire bikes too.

Another vote for Amsterdam. Fly, get direct train to city centre. Nemo museum. Film museum. Boat rides
Tram rides.

Malaga? Easy to get to and get around. Lovely city. Water park near Torremolinos, mini theme park and cable cars at Benalmadena.

La Rochelle is lovely if you live near a regional airport that flies there.

Edinburgh. I took 5 year old DD. Went to Zoo and Castle, had a fab time just the 2 of us.

Belfast. Inexpensive, go to the coast and see Carrickfergus Castle, Giants Causeway, or stay in town, do the Titanic Exhibition, W5 and the Ulster Museum, food shopping at St George's Market, loads more.

Ferry or fly to Jersey. Get bus pass for a week. There's a zoo, underground military war museum, castles, beaches
Similarly, Isle of Wight or Isle of Man or Scottish islands

Barcelona? There's a beach if you want. Parc de la Cuitadella has a boating lake and zoo. Las Ramblas (daytime only!) has birds in cages (😢) and lots of things to look at. There's also an old fashioned fair at Tibidabo and a cable car from the Port and a funicular up Montjuic. Not actually done any of this because we didn't have the money at the time but I had great fun planning it.

Or Valencia? Again a beach and also an amazing aquarium. There is a wildlife park there too I think.

Lisbon is great for kids. We visited the Oceanarium and loved it, and we don't normally bother with zoos and aquariums abroad. The food is really nice and it's easy to get around on public transport.

Barcelona also has a really good science museum. DD loved it. Also they have a special tram that takes you up from one area to the other. And also a cable car outside the city up to a religious site.

Another vote for Amsterdam. I just came back after 4 days with DD, she is older so we looked more at museums but also spend time at the zoo and Micropia.

Nemo sounds fab, there is also a maritime museum. You can go along easy by tram and absolutely everything is in English, we had no problems at all, my dutch is pretty rustic.

I would agree with Barcelona. Although hideously busy, it has many areas that are largely pedestrian and a beach so more child friendly.than some.
My top picks would be the Duquea de Cardona which is across the road from the Aquaruim/ 3D cinema and beach. It has a small but deep plunge pool and beautiful views. Also pedestrianised gothic quarter to the back so easy walking.
I also like the H10 hotel by La Pedra. It’s in the same block so from the roof ( that has a shallow pool) you can see the visitors on the funky roof. Also means you can easily nip in and bit it yourself. You can taxi down to the beach and obviously the tour buses ( good to do) stop very nearby.