I have a nearly 4 yo and still take him to nct groups so defo check out what's available locally for you.
Aside from that - park (whatever the weather) for some fresh air, soft play, library, swim, museums,
I have a residents pass for my local sealife centre which has been good (definitely not worth a full price trip but if you have one locally that does the residents pass it's good), cinema (probs a bit young for you yet),
I make sure I meet up with friends as often as I can but it has got more difficult recently as they've all returned to work full time.
Otherwise - home activities like crafts, baking, kinetic sand fill some time. My DS is a 'flitter' and it can take me longer to set something up than he plays with it for but I've just accepted it now.
One thing I found useful was to ask on FB (either in a baby group you're in or on your page) where people take their kids - I then wrote a big list of different places and separated out into indoor/outdoor etc
All the playcentres tend to have a 'cheap day' too so make use of those - unless money is no problem in which case whenever suits I guess...