In the immediate vicinity is the Imperial War Museum's Cabinet War Rooms. Here you can roam through the underground chambers where Winston Churchill and other top officials conducted operations during the Second World War. The children will love feeding the pigeons at Trafalgar Square. You can purchase a small cup of birdseed from the vendors who are always there. Overlooking the Square is the National Gallery, one of the world's great art museums.
Admission is free.
A short walk away is Picadilly Circus, the central junction with the statue of Eros in the middle, and the huge lighted billboards. Nearby is Leicester Square with its movie theaters, shops and restaurants. If shopping's your thing, pay a visit to Harrods. Even if you're like me, and shopping isn't your thing, Harrods has such a variety of treasures from all over the world that it's worth taking a look. St. Paul's Cathedral, Sir Christopher Wren's 17th century architectural masterpiece is a must see.