Now that the heat wave has broken somewhat, take the kids for a walk, ride or paddle, around Gray's Lake. Gray's Lake is one of those gems that keeps Des Moines winning its "best places to live" awards. Just south of downtown, the lake is connected to bike paths, offers a new view of the Capitol, and is just across Fleur from Water Works Park.
The walking path is almost two miles around, and there are various boat and bike rentals. Parks and Rec also offers some basic sailing classes, and I can say from experience they are fun. There's a youth class offered as well. The summer highlight for many residents and visitors is free weekly yoga classes for all ages given by a different area teacher each Saturday.
If you're not in Des Moines, try an internet search with the name of your city followed by "Parks and Rec", or the name of your county and "conservation" to see what's offered in your area. If you are in Des Moines, but want something a little more off the beaten path, Polk County Conservation has some great programs for young adults.