Do you have a yard where you can play with the kids? Taking the kids out in the yard is always good exercise. Just let them run around and get the wiggles out. Or take a ball, trucks, etc. If you don't have a yard you could build a fort out of blankets and chairs. Kids love that! Or you can go on "adventure walks." You make up a story like you're a group of scientists and you need to go on an expedition to examin the local nature in your neighborhood. It not only gets you out of the house, but it works their imagination and can be educational, too.
When you have someone to take you, go to the dollar store and stock up on art and craft supplies. Dollar Tree (the one that is absolutely one dollar) has lots and lots of arts and crafts, water colors, coloring books, markers, paper, etc. My older boys recently made their room into the "Secret Agent" headquarters and painted a bunch of signs to hang on the door that say stuff like "Keep Out, Secret Angent Headquarters."
Those are my "the kids are bored and I'm going to pull my hair out" strategies.
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