Where in Delaware does your brother live? (Not that Delaware is all that big!) Actually - there's not a whole lot to do this time of year. Don't know if your dogs would be interested in anything here.
The beaches are Delaware's biggest attraction, but it's rather cold for that now, but even this time of the year, I love to stroll on the beach.
If you're in to historical sights, there's Pea Patch Island at Ft Delaware State Park, also MANY historical sights in Philadelphia to see also. There's Atlantic City if you want to gamble or just enjoy dinner and a show at one of the casinos too.
And a MUST for kids and adults alike during the holidays, is Longwood Gardens, just over the state line in PA. It's beautiful at night with all the holiday lights and the kids would probably find it awesome too.
This probably isn't a whole lot of help to you, but it's a starting point anyway.