There are 17 museums in Winterthur. Here you can find more.
Technorama - Swiss Science Centre
(http://www.technorama.ch). A good place to spend a rainy day with kids. Lots of hands on experiments.
The Oskar Reinhart Collection
Am Römerholz (http://www.roemerholz.ch/). Comprises around 200 works by European artists spanning the period from late Gothic to the threshold of modern art, with particular emphasis on 19th century French painting.
Castle Kyburg
(http://www.schlosskyburg....). A castle first mentioned in 1024 now showing how people lived there around said epoch.
Rhine Falls
(http://www.rhinefalls.com/). Europe's largest waterfall. Take train S33 Winterthur-Schaffhausen, it takes about 30 minutes. From Easter to end of October get off the train at 'Schloss Laufen' otherwise leave the train at 'Neuhausen'.