Today I'm taking the boys to one of the children's museums in our state. By getting that museum pass as a Christmas gift, I'll get free admission through the Association of Children's Museums' Reciprocal Program. This is a fantastic program because for 100 dollars, your whole family (plus an extra adult) gets free admission to many children's museums, including ones out of state, so you could even use it on vacation!
In my state, Connecticut, you can also get museum passes and discounts through the public library. This is an amazing and fantastic program because it's free (and because I know the people who do it)! If you don't live in Connecticut, call you local library and see if they offer passes as well.
Zoos have reciprocal programs as well, and by getting a membership to your local zoo you can get free admission to many other zoos across the county. Like the children's museums, if you have a membership you also get discounts at the store and on food, and on birthday parties (I think it would be really fun to have an adult birthday party at the zoo, call me crazy).
Obviously the free passes from the library are the most frugal option, but if you can get someone to buy you a museum pass for a gift, or get it for yourself out of your entertainment budget (because I know you all have your budgets all set up for the new year, right?), then it can be great. For my family of three, the pass pays for itself in about 4 visits, if you have 4 people, it will go even faster!