The Aquarium is located at Newport on the Levee where you will also find a bowling alley, movie theatre, book store, shops, and a handful of restaurants, including my family's favorite: Dewey's Pizza. Next to the Levee is the Purple People Bridge, a pedestrian-only bridge that spans the Ohio River. On the Ohio side is a very nice, scenic park with a great playground, walkways along the river and plenty of open spaces for running around, tossing ball, etc.
The Krohn Conservatory in Eden Park (in Cincinnati) is a place my children alway enjoyed visiting. Eden Park itself is a lovely place, also. It's located 3 miles from the Covington Embassy Suites.
Cincinnati Fire Museum,
315 West Court Street, Cincinnati