Even if you are only going to see a few museums with your children, the Georgia O'Keefe museum is a good choice. The artwork is engaging, but perhaps more importantly, it is small and easy to navigate, making a quick exit easy. After you pay for your admission, the museum staff will loan you a short children's book about O'Keefe (My Name Is Georgia: A Portrait by Jeanette Winter ). Take the time to sit down on one of the benches in the lobby and read it to your child. The book, does a wonderful job of introducing Georgia O'Keefe's work and her passion. My son (3 at our visit) was absolutely engrossed, and that interest carried him through the exhibits.
There is also a small museum shop where you can buy postcards if you want to do a "scavenger hunt" during your visit. Ask the staff for help selecting an image that is currently on display.