>>Did he? In what?<<

Biopic of Jennie Jerome. But it was a long time ago, so you might not have been allowed to stay up that late. And it had bonnets and furbelows in it, so you probably wouldn't have watched anyway:

http://www.imdb.com/title/tt1285645/

Our kids really enjoyed Windsor castle. In addition to the imposing architecture, there is a changing of the guard and the doll house for kids and some wonderful paintings from the royal collection for adults.

I think the suggestion from other posters to stay in an area relatively close to London like the Cotswolds makes sense. Our kids liked the Chedworth Roman villa mentioned by Ackislander. The Corinium museum in Cirencester has good background exhibits about the area's Roman history including a special one this summer about the villa.