In town: Falls Park (free) is by far the best attraction. It's a bit better when the water levels are higher, but still always a great place to stop. The observation tower is also free.
The other Sioux Falls attractions are not as outstanding (in my opinion, anyway). The Empire Mall has good shopping on the south side of town. It's not the Mall of America, but it has most of the stores teens like.
You could catch a movie on the giant screen at the Cinedome in the Washington Pavilion.
The SkyZone is a relatively new, indoor trampoline center.
Are you into hiking or outdoor activities? Garretson is not far away. In Garretson, you will find Palisades State Park, which is very scenic. There is a way to do rock climbing there, but I'm not sure how this is arranged.
Edited: 10:22 pm, August 07, 2013