There is a great super fun spray playground in watham - it's free! I can't remember what it's called, but my kids had a blast.
There's a fantastic tot lot playground in Sudbury - the Atkinson playground. The Hanna Williams playground on rt 27 in Wayland is also a lot of fun.
For $35 you can get a season pass to the state parks. We take our children swimming at lake cochitchuate all the time. You could also go to Hopkinton state park. If you don't want to spend the $35, it's only $5 to park per visit.
Drumlin Farm in Lincoln is fun, but can get pricy. Codman farm is cheaper and has some good animals to check out.
I have to run, but if I think of anything else, I'll edit. Do check out bostoncentral.com (org?) They have a really good list.