We took DD to London aged 4 and she loved it - 3 day weekend. Natural History museum (which also had a butterfly exhibition in the grounds), the Eye, playground near hotel (don't ask me to remember that sorry - it was 6 years ago now). Getting the Tube (she loved train for commuting anyway but the underground part was new).
Paris is quite interesting as well - lots of people "boating" in the Tuileries Gardens, Eiffel Tower, different types of public transport etc.
Rome last year was quite interesting too, and there was good advice on the travel boards here for that. I only looked at older kids stuff, given the age I am now dealing with, but there was ice cream everywhere, we walked loads and DD is well up for that, but there is decent public transport as well.
If you want a 10 day holiday, I would make it at least 2 centres - and possibly try to get the train between the 2 cities (maybe drive if you really fancy that), or look at other local options (maybe there's a water taxi type service to go by sea?). I'd try to get a set of interconnecting rooms or a suite - so you can watch tv with a glass of wine at night when they go to sleep, or sit on a balcony and people-watch.
Brussels is nice - there are big parks to just run around in, the Marrionet (sp?) Pis is easy to miss but kids always seem to find him funny, there's "Little Europe" and the Atomium on the outskirts and great public transport. And plenty of good places for food (and chips!!).
Yes, do remember to take things slow - have ideas in your head for options if 1 thing is "boring", but be prepared to spend all day in 1 place and not get to the 4 on your list.
Allow running around time daily. Look for things like parks to feed ducks/pigeons as well as playgrounds.
Bring backpack yourself, to carry snacks, drinks and tissues with you - in case urgent stops are required in not-so-pitstop-friendly places.
Research ahead of time - most cities now have websites giving child-friendly options (tripadvisor, lonely planet etc are great for these, but just google)
Get out a map, and show the DCs, where you are going, and what journeys you will have to take, and how they will be made (so flying here, and train there etc).
Enjoy