I think you should do whatever you and the kids enjoy - forget all worries about what you SHOULD be doing, what other people are doing etc.
My good friend has a DD the same age as mine (10) and spends the weekends driving her to a load of activities.... Dd and I would HATE that! Horses for courses. It's fine if you mainly want to relax at weekends - it's what they are for after all! (And we are also skint).
In terms of what we actually do - we do spend a lot of time walking/gardening, but I see that is not your thing. We also:
Go round the shops, especially charity shops, and hunt for bargains - not free but very cheap, especially for kids toys/books/DVDs (if you have a player). We can get 10 DVDs for £1 in some places near us for example.
Watching said DVDs - we watch loads of films together, many of them older ones I had forgotten about.
Cooking together - DD is really into baking especially, but also helps with dinner prep. Her involvement in this also means she is more interested in helping with the big shop.
That's it mainly! When she was a bit younger she spent a lot of time playing with her toys, and we would occasionally do craft but she was rarely that into that.
Oh and we go and visit extended family quite often - it's nice to see them and also a free outing in a way! (I honestly don't mean that badly - I know it sounds bad!)
Most important thing is, as long as you are all happy and healthy, don't compare yourself to others and don't feel obliged to live outside your means or do things you don't enjoy!