I grew up in Fishers and I've been going to Conner Prairie since 1996... It's pretty awesome!
For kids, there are lots of hands-on, interactive and immersive ways to learn, both in the mini-museum and in the actual park itself. They have stuff that caters to all age groups, from toddlers to teens. Even as an adult it's pretty cool to walk around and be immersed in the 19th century! I think the coolest thing (personally) is talking to the craftsmen, like the potter or the blacksmith- they'll sit there and actually make something while they tell you all about it.
They also have lots of seasonal/after-hours events that are definitely worth going to. The Headless Horseman festival is THE BEST. They have a less scary version of the hayride earlier in the evening for the little kids and a more-intense one later at night... Both are kid-friendly though, there isn't any gore or seriously gross stuff on either version of the hayride. The later one is just scarier because it's dark and there are more people jumping out at you and so on. There's also a puppet show by Steven's Puppet's every year (that's a classic), a showing of the old Headless Horseman cartoon, and story tellers on the grounds to tell you ghost stories and local legends.Food and craft vendors are always there in droves, the kettle corn guy is my favorite! Lots of crafts and little-kid activities too.
I just recently went to Symphony on the Prairie for the first time and it was great! There's nothing better than picnicking in the open air with some choice music. The venue is clean and family-friendly, you can pack your own food or buy from the concessions/vendors.
The only negative thing I can think of: The actors used to be really committed in a sort of annoying way- like if you asked them, "How did you communicate before cell phones?" they would say, "I've never heard of a 'cell phone', what is that?" Now they'll just answer the question, which is better imho.... The pretending not to know about modern tech gimmick was funny when I was a child but it gets annoying. I'm trying to learn something, answer my question! Haha. But like I said, they don't really do that any more, so if you ask them any questions with reference to modern things they should just answer you.