One fun and very cheap nature activity that I do with my kids is set up bird feeders next to our big windows. This draws tweety birds, quail, and the occasional bigger birds. My children find it fascinating and exciting to watch these birds up close eat, fight, and flutter around. Every time a bird comes to the feeder the children whisper excitedly "look there's a bird". I have taught them not to run to the window or yell because it frightens them away and even our two year old is able to resist the temptation.
This all started when we lived in our first house whenr first child was about four. I placed some bird feeders right outside our window. Soon we had dozens of little puff ball visiting all the time. But as children always do my inquisitive daughter asked over and over "Momma what bird is that, what kind of bird is that". I couldn't answer her at all so I decided to expand our bird watching into something educational. I went to the library and requested a bird watching book written for our area (almost every place in America has a book for it) and we started identifying the different birds from the illustrations. Soon my four year old could tell me the names of almost every bird that came to visit. We learned which birds were lived with us all year long and which left for greener pastures in the winter. As the seasons changes we made note of the new birds that visited our feeder on their migrations and this helped my daughter understand what migration meant. Every time an unknown bird came to eat we would frantically search the guide to identify it. It was amazing fun for something so simple.
Soon a covey of quail were regular diners at our little buffet. They formed a solid blanket of feathers under the feeders every morning. This drove my husband, an avid hunter crazy. We love the taste of quail but somehow resisted catching a few. Now we are starting our birdwatching all over again with our 3 youngest and it is proving just as fun and educational. I would recommend this for anyone with kids. Its fun, almost free, and gets your kids interested in the world around them.