Here, we love hitting the different nature centers, local lakes, biking/hiking trails, and numerous parks. Each has a different look and feel and each has different wildlife, plants, etc for the kids to see.
The local library or book store is another great cheap place here. One, they get to interact with the others there, they can find things that interest themselves as individuals and they can check out things that might not have been introduced otherwise.
Hands-on children museums are really fun! I haven't tried a "regular" museum since DS was a baby but we are looking into area ones now that they are both older.
Zoos can be very fun and entertaining. Depending on the time of year will depend on what the animals look like, their behavior patterns, etc. We usually make a few trips a year to different zoos (and old favorites) so the kids get to experience the changes in the animals.
Grocery stores are also pretty fun homeschooling trips. I give my DS a price limit and see what all he can pick at that limit. Or I tell both kids that we are going to make "x dish" and have them try to find the proper ingredients for it. We also get to talk to others that are out and about.
Pet stores....my children love to haunt the local pet stores. Not only to see the animals but my DS is an aspiring vet so he likes talking to the workers there about animal care. If I could find a nice animal shelter, I would try that one too but the closet one to us is rather scary.