Plaza Rubén Darío has a great playground across the street from the Floralis Generica and the Museo Bellas Artes. If you have a busy sightseeing day planned this is a great spot to let your kids get their energy out and buy some points with them before you go to the museum or cemetery.
There are slides and even a sand pit with toys for climbing. Next to the playground is a large exercise park with basketball courts and equipment. I really enjoy people watching in this park!