Some suggestions: Legoland - we visited the original one in Denmark but I guess it's the same; like at Disney's, it's a full day of fun but you'll spend a lot of money, especially if you enter the big Lego store ....

Paris - take them to the Louvre to see the mummies, but they'll surely enjoy a boat trip on the river and the funny sculptures around Les Halles and the Beaubourg. If you haven't been at any Disney park since long time, Eurodisney is just a 40 minutes trip by RER from the city center.

Rome - my children don't like the ruins (they called them all those stones scattered on the ground but they'll like the fountains and the Colosseum (if you tell them of the gladiator fights :-)). Let them eat a large pizza margherita (tomato and mozzarella) with their hands: no one will raise a brow!

Neaples/Sorrento - I'd suggest a trip (hydrofoil) to Capri and maybe a boat tour of the island (take your bathing suits)

Amsterdam - the rebuilt village of Zaane Schans, just north of the town, is fun for kids and grown-ups.

Just one more thing: Europe is usually a safe place for children, but take anyway a tight control on them in the cities, because the traffic is everywhere overwhelming and dangerous, the sidewalks are often narrow or even missing and sometimes the crowd can really be scaring. You probably already know these issues, but for your children everything will be unfamiliar.

Wish you a great trip Paolo