FL can be great that time of year, and direct flights aren't too bad, even for little ones. We've been to Disney with really small children, and it was still lots of fun because there are plenty of tame rides for small children and shows to see.Universal Islands of Adventure is a much better park than Disney, IMO, but is probably better suited to older children.
If you want to stay closer to home and do a day trip or just something in town, there's always Afternoon Tea at the Pfister Hotel. MAM has a lot of events, and you could look up to see what's happening in March. DH and I enjoy going to different winemakers in the state for tastings. We collect glasses from the different places we visit (although we are closer to the Dells area).
Come to think of it, if it isn't too long a drive, a weekend in a waterpark in the Dells could be fun, too. Places like Chula have a 4D theater with short movies kids love, zero depth play areas and small slides for kids as well as huge waterparks, and there are all sorts of things to do there. Tommy Bartlett is fantastic for kids to be able to see and do hands-on things, and they're open all winter. There's lots of fine dining (Field's, Sarento's, Ember's) and casual dining, too.
Here's some events in Milwaukee, though, if the Dells is too far to travel:
http://www.visitmilwaukee.org/events