I just learned about free classes at the Bell Museum of Natural History for 2 and 3 year olds. The classes are the first Thursday of the month and cover a range of fun, interesting topics. They are geared for the younger preschooler. You do need to pay for admission to the museum unless you can secure a library pass which will get 4 people in for free. I plan to attend the class this Thursday.
This month the topic is "Why do Leaves Change Color" on Sept. 4 from 9:30-11:00. In October the topic is Squirrels. You do need to call and register for classes.
Here is more information at their website.
If you know of any fun activities that you and your preschooler enjoy around the cities please post a comment about the experience.