Exception made for the usual shopping and movie going, I'd suggest Biodome and the science center... There's a Cirque du Soleil show downtown right now if they like that kind of thing. You can also get a great package deal visiting the Insectarium, the Botanical garden, the Biodome and the Olympic tower. Always liked skating at the 1000 atrium or at Bonsecours skating rink.
Later in the winter, there's the winter fest (fête des neiges) and the Montreal en lumière.
If you can go out a bit of The city, you can go skiing in the Laurentians. almost 6 years ago