The Milwaukee domes (really called Mitchell Park) is a great space to go explore when the weather isn't the greatest. It's a county run facility but it's indoors. There are 3 domes and one is changed throughout the year to reflect the current season. The other two are tropical and desert and may get a few decorations but remain relatively constant.
We were there yesterday and the seasonal dome was all decked out in poinsettias and snowmen. Mondays are free for county residents from 9-12, as long as you bring a form of ID to prove you live in Milwaukee county. Be prepared that if you go on the free days, it's going to be packed with lots of little kids and senior citizens. It doesn't take long to see all 3 domes. You can grab a drink or a snack in the vending machines.
When the weather is nice, there's a pond out behind the domes that is nice. There's also a playground across the park on the other side of the pond. You can nearly always find lots of geese.
There's an exciting project happening that will link Mitchell park to the Menomonee valley. You can read more about this new construction project that includes a pedestrian bridge linking this park to the lakefront as well. If you're so inclined, you could then ride a bike all the way from Discovery world to the Mitchell Park Domes! I took a look at the bridge that is currently under construction. You can take a look too by driving behind the Domes. They say by summer 2013, it will be ready for use!