Here are a few of my recommendations of kids activities in Kuala Lumpur:

Petrosains Discovery Center
I highly recommend you bring your kids here because I think it's one of the best science centers for kids. From the beginning till the end, the center offers many experiences. For example, the Dark Ride in the beginning feels like we're in an amusement park. Inside, you'll find different rooms with different themes. Of course, there's a room specially for the oil industry but it's quite interesting because they reconstructed an off-shore oil rig so the kids can understand what exactly happens in those rigs. The other really fun exhibit were the "Earthquake Chair" where the kids can experience what an earthquake feels like, and the "Ride the Hurricane" exhibit where you get into a booth and all of the sudden heavy winds surround you and you literally experience a hurricane.
We went here 3 years ago and it was funny because the entrance had a really big sign that said "World's biggest bird park" and I was really sceptic but actually the park is really quite spacious and kids really enjoy the walk around the park while seeing all types of different birds.

This park is really huge and has big spaces for children to play on the grass. It also has an awesome playground (free) for the children but I would suggest coming there early morning or late afternoon because the sun hits pretty hard from 11am to 2pm.
A really fun thing to do in this park is the Horse Rides. My son wasn't quite sure whether he wanted to ride on one but once we convinced him to, he didn't want to stop. And they also have horse carriages that offer rides to families.

Here's a great park to bring your kids to. Open from 10am. The playground areas are huge and children won't get bored, trust me. Another great thing here is the water features which has a waterfall, shallow pool, showers. It's right next to the KLCC Mall so once you've finished there, the parents can head in the mall for some coffee or shopping :)

Ok, you're gonna say it's not really a kid's activity area but trust me, kids love it here! First of all, there's a Smaland which is a free 1-hour activity center for small kids. Parents can drop their kids off here while they go shopping (if the kids are ok with it, that is). Then inside, the restaurant has great food and a small play area for kids too. Of course, just walking around is a lot of fun for the kids, especially in the kids section where there are loads of toys and dolls. Last but not least, when you get out, give yourself a hotdog or an ice cream cone for only RM1.

For more info, I found this great website for traveling with kids. Here it is for Malaysia: Travel For Kids: Kuala Lumpur

PS: Click on each title to go their website