This is a challenge. Especially in parts of the country where it is hard to get outside in the winter or summer b/c of hot/cold. We try to build in as much physical activity as we can as it is good for the kids and it wears them out. We actually hire a energetic babysitter on the weekends even though we don't go out - the sitter comes "off the bench" and gives us some quality minutes so we can do laundry/dishes/chores or just curl up in a fetal position on the couch.

Inside one thing we do is to put stuff in rectangular laundry baskets and have the kids push them around (like engines shunting freight cars or tugboats pushing barges).