If your teens are into science stuff or gadgets, discovery world at pier Wisconsin is awesome.
If they are into art, the art museum is great.
Shopping in the 3rd ward (just south of Hwy 94, for example on Milwaukee street) is really fun.
The Brewers play the Astros at beautiful Miller Park Friday night. You could enjoy a great party atmosphere and tailgating int he parking lot before hand (a true Milwaukee tradition) then enjoy a good game at one of the best ballparks in the world.
Milwaukee food tours is a really fun way to see the city. http://www.milwaukeefoodtours.com/
Watch an independent film at the Oriental theatre on the East side.
Relax at the lakefront, watch some people flying kites, get an ice cream.
Check out Arab world fest at the lakefront festival grounds. http://milwaukee.about.com/gi/o.htm?zi=1/XJ&zTi=1&sdn=milwaukee&cdn=citiestowns&tm=9&f=00&s u=p284.9.336.ip_p554.13.336.ip_&tt=2&bt=1&bts=1&zu =http%3A//www.arabworldfest.com/
Go see a huge Chihuli exhibit: Chihuly at Frederik Meijer Gardens and Sculpture Park: A New Eden