Visited Santa's Wonderland at a Bass Pro Shop in a mall near us. We're not "Santa" people, but there was a coloring table and some *very cool* decorations. You could have your photo taken with Santa (free for the first photo) if you wanted to, as well. Our Bass Pro Shop has a huge wall aquarium with fresh-water fish in it, as well as a lot of stuffed (real) animals around the store, the kids love to look at them. Later we played at the free play place in the mall - 3 hours, for the price of a McDonald's cup of coffee. :) (And every single snack I brought)
The local park. This one is the "awesome" one in the ritsy neighborhood. We have one closer to us, but hey, this one is better. :) It started snowing on us that day. Oh my, winter is here!
If you're a Harrisburg-native, you'll know Chocolate World is free. Hershey Park has a 20 minute ride that shows how they make chocolate --- no matter how many times we see it, the kids love it every time. The free fun size chocolate bar at the end kind of gets them excited too (Momma too...).
We visited an orchard, after all the apples and pumpkins had been picked. We played out by the trees, let the kids play in the rocks, lose their shoes in the long grass, and climbed trees. It's amazing how well kids are entertained by rocks, sticks, and leaves. And if they eat a little dirt, it's not going to kill them! (In fact, I'll suggest that it's good for their immune system).