By not having the beaches or the fishing available due to cold weather, some of the acivities for children 4 - 14 may be limited.
Plymouth Rock and the plantation, stopping at Mystic Seaport on the way to Cape Cod helps. A day trip to Boston and Quincy Market may also help.
Many, many shopping malls and outlets keep the Moms happy, yet you need to allow Dad that morning of golf.
Very quaint, small towns, yet be prepared to hop from venue to venue.