I think one of the best ideas in a long time are the new painting places that are popping up. Most of them advertise some kind of byob, but you can certainly byo(soda) if you want. My friends and I recently tried one and it was SO much fun! It was relaxing, too! We all learned some painting techniques, brought home our own work of art and munched while we painted. Many of these painting storeso offer classes for little ones (minus the alcohol of course). I highly recommend. Here are a few of the options out there:
See if there is one in your area!