Collect fossils on the Jurassic Coast - The beaches between Weymouth and Lyme Regis are chock full of clay rocks, embedded with ammonites and other marine fossils. Walking along the flat beaches, kids will see bits of fossils sticking out of the sand. To collect unbroken fossils, stop into the local shops for buy a fossil hunting kit, complete with small hammer and brush.
A great beach for collecting fossils is Seatown. Also at Seatown beach, take a hike up Golden Cap (beautiful yellow sandstone) for views of the coast. There are well marked trails to the top of the cliff.
Maiden Castle (Dorchester) - Just outside Dorchester is a fabulous Iron Age earthworks, Maiden Castle ("mai dun" means great hill). The "castle," a large earth mound with three concentric ramparts, was originally an ancient Britons settlement. In 43 AD, the hill fort was invaded by the Romans; the Britons lost, but the castle remains. When you go to the beach, makes your own "mai dun" sandcastles.
The Tank Museum (Bovington) - This museum is dedicated to the history of the tank and they have a large collection of tanks from World War II to the present, 300 tanks plus!