Go to Cortez CO and explore Mesa Verde. With a week You could also hit Arches and Canyonlands in southern Utah. Or if you wanted to see some GREAT caverns you could go south and hit Carlsbad (6+ hours drive)caverns. There are 3-4 different hikes in the cavern and there are some other cavers in the same system that are fascinating as well. In the summer it is fun at Carlsbad to watch the bats go in and out of the cavern at dawn and dusk. MILLIONS of bats.
Either schedule would keep them entertained for 3 or 4 days with time left over for the travel.