The Tank Museum in Bovington is a really good day out, especially if you have a rainy day. The is an up to date bit about Iraq and Afghanistan as well as history of the tank. More tanks that you will ever have seen!
Durdle door is absolutely stunning, will go back there again. Lulworth cove was not as good as I'd hoped - it was incredibly busy and the beach wasn't the best. Lovely views though.
Enjoyed Nothe Fort in Weymouth (again, good for a rainy day - can you tell we went last 'summer?!').
Weymouth beach is nice and sandy. Chesil beach is a total contrast, great for flying a kite on but definitely not paddling. Worth visiting as it's so different to anything else ad a good oppportunity for a geography lesson on longshore drift!
Portland is like stepping back in time, worth a drive round just for that.
Fossil hunting in Lyme Regis/Charmouth.
Corfe Castle.
We stayed at Waterside Holiday park which had a great swimming pool with flume ad big slide, my 8 year old adored these! Park was nice enough in a good location.
Hope you have a lovely time!