There is a lot to do. We usually try a new game or two and then also play some games that we usually only play at home against family. Last year, my hubby and sons played a large Heroscape battle and my then 6 year old was on the winning team. Bragging rights all year long! And this year, we are helping out at the TFG and TCG booths. Fun!
If you just need a break from the Convention Center but do not want to head far then I say walk over to the North Market. It's a little food court, farmer's market, etc. all rolled into one. There is usually some sort of entertainment too though it might not be your taste (the last time we went someone was singing opera and my kids made some great faces!). If you have an extra day or have family with you that isn't interested in the entire convention then head to the Columbus Zoo. It is one of the best. You definitely need a car to get to it though as it is in the northwest suburbs. Easton or Polaris for shopping will interest some as well.