An hour away from London?
Go to the Milton Keynes snow dome. Let them have a 2 hour boarding (or skiing) lesson (real snow). Then take them to Airkix to do indoor sky diving (brilliant fun) and then follow that up with the climbing wall there.
I guess it depends if you ski regularly or not. If you don't then it's definitely worth it. Actually, even if you do it will get them hyped up for their upcoming ski trip (I'm going there at the weekend I think). The Airkix is the thing that will blow their mind though. If you are 'boring' them for a few days sightseeing then I don't think you can beat what I have suggested.
Closer to London you could take them to the karting track in Streatham (indoors) - they are 'proper' karts not 'boring 'safety' type of carts you often see in N. America.
The only other thing I can think of is Go Ape but it may be a bit cold!!
The ski place is Xscape