For those that suggested Scandinavia- would you do all 3 countries via a cruise? We're not that into cruises, so would you suggest focusing on one country? which one? We've heard amazing things about Norway...though I'm a little worried that it ranks as one of the most expensive countries in the world.
You're right, all of Scandinavia is expensive relative to the dollar. I personally wouldn't do a cruise,* and since you said you were in to nature and being active, I think I'd pick Sweden and Norway. After seeing the big cities on foot [Stockholm/Oslo], I'd rent a Volvo and drive into the country. The coast lines are amazing! Rent a little cottage on an island, and bike and boat with the kids. In the north, there are gorgeous forests for hiking.
* I might take one of those fjord cruises in Norway. It's not like a Disney cruise or anything and it's really the way to see the waterways, rather than by car.