Hi Steve,
I understand your pain, as I have 3 little ones myself. Some of the things we do on rainy days:
Indoor play park (Starbie or Trampolino in Dietlikon)
Tram Museum in Zürich
Zoological Museum at the Zürich University, (both places are very hands on for kids)
Schwimmbad Forbach in Zollikon (a hike but SO worth the trip in winter or summer),
Train ride up the Uetliberg, then walking in the forest in our raingear
Check out your local Gemienschaft Zentrum (
http://www.gz-zh.ch/), as they often have stuff happening during the week.
Good luck! Irene