CP3 - me too (work from home). I also try to go somewhere, like you say, even if it's only Tesco. At least they get out and you can get them to help put things in or look for things on the shelf (even if you can see it anyway!).
Other ideas:
If wet - put wellies on and go out and splash in puddles.
Wash the car! Mine love this - they get filthy doing the wheels and get utterly soaked but who cares! If you've not got a car, maybe just take washable toys out and wash them!
Collect conkers or acorns. Or collect leaves - you could try and find as many different ones as you can and then you could paint them and do prints or just stick them to paper to make a picture.
Thread pasta tubes or other shapes to make a necklace/bracelet - you could send it to granny!
Put an old sheet or duvet cover over the dining table or some chairs to make a den - I've just done this today and ds's put cushions in and made beds.
If you've got birthday's or anniversaries - make cards, even if it's just colouring or do paint, glitter, sticking etc.
Get them dusting etc with you!
Make cakes - even if just one of those pack ones where you add and egg and water. You can get them for about £1-2.
HTH. I've not done the splashing outside but I intend to as it's getting more and more difficult to do parks as everything is soaking wet! Ds's are 3.5 and 2 and they are very active and going stir crazy in the house - as am I!! I've got a 4 week old ds too so getting out is especially hard so the splashing I'll just do on our driveway!
I like the idea of painting the path with water - was going to try it today but it rained so no can do!!!