What do you like to do with your young children when the days are cold and rainy? Looking for new ideas. 

beans or large pasta in a shallow pan. give measuring cups to fill. Rice is too messy. Kinetic sand is popular. I teach and my 3s and 4s love all of those things to play in. If you have one of the water tables, they are great to put in there. Put a sheet under it to catch everything and just dump back in when you are done. Very cheap for the rice and pasta. 

Last week I froze a block of ice in a small plastic container, dumped it out on a tray and let my 8 year old paint on it with watercolors. It would be a good activity for preschoolers as well.