I love Blacktown leisure centre it has various size indoor pools, a spa, a sauna, a gym and even a library! They also have a great wave pool, just like the beach but indoors and without the sand. They also have some cool fountains and sprinklers that the kids love.
Sydney Olympic Park Aquatic Centre. They really have everything there that you need! Theres lots of separate pools, two for swimming laps, one very shallow one for infants and another pool for kids who are a bit older that has a whirlpool! They also have goos swimming lessons there and occasionally -usually during school holidays- they set up these massive inflatable water playground and things like that and it's great!