A couple of weekends ago we found ourselves at the Brooklyn Flea, because my husband had a stall there. We'd only ever gone to the outdoor one in Fort Greene, and this one is in the Williamsburg Bank, which is an amazing building. I have to say, I think it might be as close to a cool mall experience as you could get. It's like a mall in that it's indoor shopping, and there are three levels. Then there's the food court downstairs (and you get to walk through the huge vault doors to get to it). I guess that's where the mall parallel stops though. You might be able to buy yourself and the kids an 1-2 hours of indoor activities, outside or your home. You'll eat good food (I love the sandwiches from Porchetta!), drink good coffee, and can bring home some great bread from Scratch Bread. And you can show your kids what banks used to look like in the good old days.
(p.s. if it seems to you that I am posting way less than usual, you're right. i am in launch mode for momfilter , a parenting lifestyle site, which is going live on 1/31/11.)