For preschoolers, the first and best stop is likely going to be the dinosaurs. Check out the Evolving Planet exhibit, which walks through prehistoric times, including cool video screens showing creepy bug-like creatures that once roamed the seas, through to the dinosaurs with a special room for SUE the T-Rex, and up to saber-tooth tigers and early hominids.
Underground Adventure in the lower level has giant animatronic bugs (tickets required if you didn't get an all-inclusive pass or membership). I don't think it's a great exhibit, but for kids who loved bugs or getting slightly creeped out, it can be a hit.
When you're ready for a break for more active play, the Play Lab on the ground floor is excellent. It's open every day except Tuesdays and Wednesdays and is included with basic admission.
For starting kids on cultural exhibits, the more physical exhibits are best for this age: Inside Ancient Egypt with a temple and mummies is particularly good, as is the Pawnee earth lodge on the east side of the main level.
The many displays of animals can also be very popular.
TOPICS AND EXHIBITS