The lights in Carnaby Street are excellent for kids: planets and space theme. Oxford Street nice enough, the lit front of John Lewis good, Regent St is very pretty but if you are in the area don’t miss Carnaby St (after dark).
The Microsoft shop at Oxford Circus has some kind of interactive Wonka puzzle (in a Wonka sweet shop display) with prizes- worth a stop if you are passing and no major queue (no queue at 6pm yesterday)
Any other things that are not obvious Big Outings but worth looking out for?