We also have gone to the Pink Palace (probably wouldn't recommend this for kiddos, "museum-y)."
A ride on the trolley...
I think favorites up to this point, would definitely be the Fire Museum. They did like the Peabody Ducks, but there were so many people!
And by the way, if you ever see a 3 year old wave at you from a trolley, train, whatever, wave back. It will make their day.