Wisconsin Dells

The Dells is... pretty dead in the winter. Aside from indoor waterparks, you could take the kids snow tubing at Cascade Mountain?

As for the drive, stop in Madison. You go right through it on 90. Less than 2.5 hours from Chicago and less than an hour from the Dells. Friday won't be warm, but sun is out and it may be worth walking State Street, Capitol Square and campus with the kids + grab some food around the Square (i.e. The Old Fashioned is family-friendly) before getting on your way. It's a fantastic city, especially in the summertime - it's situated on an isthmus between two lakes.

Nitty is very mediocre, but admittedly a popular spot for families.

Was always a rite-of-passage for anyone turning 21 during college - drinks sucked, but power hour from 10-11pm was cheap and you'd get free drinks on your birthday. Can't argue with that as a broke college student!

Dells is fun, even in winter. We did a spur of the moment vacation there in February a couple of years ago. We had a cabin at Christmas Mountain Village. Had a couple of lifts and about 8 ski runs and snow tubing. A good onsite bar/restaurant. We did a couple of nights in "downtown" Dells. Get a burger at Monk's. We did some axe throwing there. Did Kahlahari for a day, has an adult swim up bar that exits out to heated pool. Was a surprisingly excellent 4 night vacation. We flew into Madison, and it was a beautiful easy drive into Dells. Snow and farm houses.