Traveling to Switzerland with Two Children ages 3 and 6

This link below is for the Geneva/Lausanne area. You'll find info here on activities for your children.
If you haven't been to Swiss before, keep in mind that it gets warm in July. A/C is not that common. You can usually find local pools to take your kids for a swim if they like that.
My advice on flying is the opposite of what you might hear. Instead of boarding first with the kids, board last. This way, the kids can stay active in the terminal until the last minute and when they board the plane, they can take their seats to take off rather than grow restless while waiting for everyone else. You can usually order meals when you book your flight that may appeal more to the kids than the usual ones. Treats and activities to do on the plane are always a good distraction.

http://www.knowitall.ch

Nendaz-End of July Alphorn festival and associated food, music, and festivities. Very good for kids--my 5-1/2 loved it for 3 days.

Luzern-Pilatus, the whole route from Luzern via boat/cogwheel train/50-person gondola/4-person gondola/bus back to Lizern from Kriens (kree-INS). Stop in Fraekmuentegg (alpine adventure park, google it) on the way down to Kriens. Transportation museum, seriously, and a serious transportation museum. Blue Balls festival with a variety of music (different from Nendaz, more popular music rather than traditional but still fun). Theater tours at the end of July during 'Switzerland Day' celebrations. I don't remember if that is what it is called but it is like the US July 4th.

Zurich-Walks along the river, especially down near Bremgarten. There is a water park, too. I will look it up if you are interested. Do the observation deck at the airport, ZRH. Really cool and surprisingly relaxing after all the airport stuff.

You might think Grindelwald instead of Muerren. Lots of kids stuff and a sports center with pool, climbing, etc. and a Coop grocery next door. I have been to both. They are totally different places and with little people I prefer Grindelwald.

Regarding boarding, with the extra luggage of taking a (much less two) kid, I love that they let us board first if we have a car seat. That way we have all the overhead space we need and no crowd getting in. We do wait until last to disembark. Not only do we avoid the crush of the crowd but we usually get airplane 'wings', sometimes a whole bag, and sometimes even a photo in the cockpit if we are super polite.

We prefer Murren. It has an indoor pool and playground. Above Murren at the top of the funicular at Allmendhubel is a childrens playground. From here we took the Children's adventure trail and our 7 year old loved it. We had to pull her away from the playground.

http://www.momstotszurich.com/2015/04/allmendhubel-flower-park-playground.html

Children under 16 are free on trains, I think you need to get what i think is called free Swiss Family Pass.

We use a child backpack to carry our 3 year old. It helps when she gets tired of walking, she gets in and we can keep walking without worrying about carrying her long distances. It is an Opsrey Poco Plus, includes a sun shade for the child.

Thank you so much for the advice! We have had a slight change of plans and will be staying in Wengen instead of Murren.

Playgrounds in Zurich:

http://www.zuriplay.ch/en/

Montreux, an easy trip from Lausanne, has a great castle they - and you - might enjoy. Chateau Chillon. They have lots of kid-focused events throughout the year.