I have five children under the age of 9, and on Saturdays, when my husband is working, we are stuck in the house because of weather and finances. I want to do stuff together, but there is only one ...
set up a place with paper (recycled if possible) and art supplies (be sure its ok to mess up in that place, not the living room of course)
write down in little pieces of paper a few simple art projects (water colors, paint by number, seasonal themes etc) and have each child pick a piece of paper and find their assignment
let them play-paint! encourage imagination, even relating to their favorite tv characters (you can download drawings to color from most cartoon websites), while using their hands and brains ....set some nice music and play musical chairs in between painting...keeps them occupied! good luck!