Grandchildren playing outside.

My grandchildren are 8 and 4.  They live in the city, without much of a yard.  They do not go outside unsupervised when they are at home with their parents.  When they do go outside, it is usually to a nearby playground, park, etc. 

We live in the country and have a 1-1/2 acre yard, with a swing set for them.  There are windows across the back of the house, and I can see them in the back yard.  I find that they mostly want to stay indoors and watch TV, or play video games.  When I ask them to go outside and play, they ask, "By our ourselves?"  I explained to them that it is safe here.  They say they are tired of swinging on the swing set and don't know what else to do when they go outside.  Hmmm.  Now what?  Do your children play outside?  What do they do?  Do I need to buy something else to put in the back yard for them?  I honestly did not know how to answer their question.  They have bikes here, but they are hard to ride on the grass, and we live on a gravel road.

Any ideas about what to have children actually do when they play outside?