Hi
I have 11 year old twin girls so we probably want different things to you, but hope this helps.
As well as the sports facilties that you will know about on Condado, the football pitches are now up and running, not sure if you have to pay but the gates always seem to be open and I have seen families on there kicking around. There is also cycle hire now from the supermarket, adult and childrens bikes.
There's a large 10 pin bowling alley literally 10 mins from PW just off the Murcia motorway. Good facilities, 10 lanes (I think), bar, and plenty of games like air hockey, table football, pool etc. They also have a large outdoor play area and crazy golf.
There's META horse riding just along the road for El Palmar, again only 10 mins from PW. Really friendly and speak excellent English. A lot of English children go there (including my two), although I think the majority are girls.
Another thing to try is the Bahia sailing club in the Port. They have various water sports including kayaking (is that the right spelling!) and windsurfing. Great just to go along and have a look. The clubhouse is at the end of the Bahia marina. It's obviously a lot busier in the summer but I know they are still sailing at the moment as we went down a few weekends ago and sat having a drink overlooking the marina and there were a group of English boys just bringing their boat in after sailing.
If they are into swimming the nearest indoor municiple pool I believe is Totana (it's the one we've been to when it's too cold to go into the outdoor pools). It's very clean and modern. They don't really encourage play, more serious swimming. Everyone has to wear a swim hat (you can buy from the vending machine at the pool) and you must wear flipflops or equivalent to getting into the water.
If you don't know where any of these are let me know and I will try and give you directions.
Hope this helps.
Anne Marie