Here's a cool site from the New York Philharmonic with lots of fun stuff to do!
http://www.nyphilkids.org/main.phtml
Check out these fun activities from the Dallas Symphony Orchestra including musical baseball!
http://dsokids.com
Fun games for the string player
http://www.violinstudent.com/gamechooser
A fun site to learn about music - even has an online composer!
http://www.sfskids.org