What are some fun things to do with two kids age 2 and 6 together?

Museums are good, especially if you have a children's museum near you. My son loves going to the Smithsonian's Natural History or Air & Space, so think along those lines for what's in your area.  The zoo is good too, if you have one nearby, or the aquarium.  Check to see if your local museums have member discounts for admission - usually all it takes is 4-5 trips a year for them to pay off, and trust me, you'll use it that often if you have a membership and your kids like it!

Also check for other indoor play spaces.  Many of kiddie gyms, like Gymboree or My Gym, have open play hours where both kids can go and use their facilities for a nominal fee (or free if they're enrolled in a class).  Some even offer "sibling classes", where both your kids can be in a class at the same time. 

The current thing in my area are bouncy houses, such as the House of Bounce in Manassas, VA.  Basically it's a warehouse with four bouncey castles permanently set up for parties, but when there's not a party, it's available for Open Bounce.  Everyone - you included! - can go and bounce around for an hour or two.  Excellent fun.

For the nicer winter days, look into the local park authority for places to take the kids.  A nature trail, a diffent playground, a pond can easily kill an hour or two, and you might find the neatest park just around the corner that you never knew existed.

If you live in an urban area, I'd recommend signing up for the local Groupon, LIving Social, Mamapedia, or Doodle Deal.  A lot of kid-oriented places advertise using those mediums, and you'll hear of facilities you'd never have known about otherwise.