Devils Lake State Park: about 15-20 min south of the Wilderness
Pretty Awesome views if you hike up the bluffs on either side of the lake and plenty of other trails that don't have quite the climb.
Can access pretty much all around the lake from various spots on shore and there is pretty good bass fishing from there.
Have to buy a state park pass to park their, but it isn't much of cost if you are on vacation and it is only for the car, not per person.(if you buy it you can also go to any other parks in the state and use the same state park sticker)
Mirror Lake State Park: 5-10 minutes from the Wilderness
Close to the Dells and really a pretty cool paddling trip but it might be a little chilly in a kayak or canoe(they have rentals) in Mid October.
Has trails to walk/hike but not as scenic as Devil's Lake because it is"flatter" if that makes sense.
Upper Wisconsin River in the Dells: 10-20 minutes from Wilderness
Quite a few different boat rides and it is aweful scenic if you have never been here. Lots of cool sandstone formations and there are stops where you can get off and walk back through some of the canyons(Witch's Gulch comes to mind)
Ton's of Lakes to rent boats on to go enjoy the water and do some fishing if that is what you are looking for in the area
Lake Wisconsin (about 20-30 minutes from the Dell's to the south/south east), Castle Rock Lake (about 30 minutes from the Dell's to the North), Lake Petenwell if you want to go about 20-30 min North, Redstone and Dutch Hollow are both nice lakes to the west(30-40 minutes), but I am not certain about rentals. There is Lake Delton right by the Wilderness if you just want to get on the water and wet some lines, but it is hit pretty hard with traffic all summer so I tend to avoid it. Might be enjoyable that late in the year however.
If you are looking for a little nicer meal that isnt crazy expensive, High Rock Cafe in downtown Dells is my go to. Awesome food and good atmosphere without getting real "stuffy". Jimmy's Del Bar/Double Cut(at Kalahari)/Chop House(at Chula Vista) are some awesome steak places, but they are definitely an expensive night. Food is incredible though.
Zip line is cool but I would look for some deals as it is pretty spendy for a family of 4(on groupon a lot and you might be able to get some package deals as the same company owns some Ducks and some boat tours)
Knuckleheads and the indoor theme park at Kalahari could be kinda cool for kids that age.
Go Karts all over the place around here.
Mount Olympus has Karts and Roller Coasters that are fun
That is about all I can come up with now. Ton's of great restaurants all over. Ton's of random fun stuff to do if you are going full tourist. Feel free to ask me any questions if you find something you want an oppinion on. I have lived around here my whole life and work kind of along side most of the entertainment stuff, so I have done most of it at one point or another. The outdoor waterparks are a blast, but that might be a little late in the year unless the weather hits perfect for you. But for kids the age of yours, the indoor stuff is pretty awesome too.
http://www.wisdells.com/wisconsin-dells-things-to-do.htm