Scoobs, the Oliver Cromwell house in Ely is really good. It is fairly basic, but there are several rooms with manequins and sound tapes. It's not worth going a massive distance for, but as you're local it would be a nice afternoon out (and I used to go to Sunday school in that very house when I was a toddler - we went there a couple of years ago as dp has a Cromwell thing, and I kept saying "I've been here before, I remember coming here when Mum was in church" so we asked the people in the shop, and sure enough 20 years ago it was the Sunday school!)
Also in the area, Flag Fen just outside Peterborough (when it's a bit warmer). I used to volunteer there when I was at school. There used to be a brilliant visitors centre. It's not (or wasn't then) your normal polished tourist attraction, so you always feel like a special explorer when you get there.
I also volunteered at P'boro museum. It was a total mishmash, lots of stuffed animals and some very good prehistory rooms as well as a few Napoleonic bits and pieces. Again, good fun for a bit of investigative work, and you usually have the place to yourself!
Also remember visiting as a child Angelsey Abbey, Burghley House (find the painting of God eating a hamburger, as my 8 year old cousin described it), Longthorpe Tower, Nene Valley Railway, Sacrewell Farm, Duxford, and loads more that I can't think of right now. Sure I can come up with more if pressed.