One obvious example of this is the

Along with the permanent exhibitions of the city's history are temporary ones – from 8 June, the ABC of Luxembourg, a very good starting point for your appreciation of the city. The museum is open Tuesday to Sunday, 10am to 6pm. Check out the children's workshops. Entry free with Luxembourgcard.

One of the most envied fortresses in Europe with its immense underground military defence system, this warren of galleries is one of Luxembourg's prime attractions and children will love the huge canon in the Pétrusse Casemates.
Not for those who are unsteady on their feet or suffer from claustrophobia! Open March to October, 10am to 5pm. Entry free with Luxembourgcard.
History surrounds you in Luxembourg but this is complemented by the vast array of lively restaurants and bars lining the streets and squares which become host to free concerts and festivals throughout the summer evenings (21 June to 15 September) in Place Guillaume and the wonderful markets on Wednesdays and Saturdays.

Oberweis chocolate is divine and while you are there, pop upstairs to the tea rooms to see Luxembourgers at leisure. The tea rooms also serve light lunches.
A LuxembourgCard will cover your public transport and entrance to 55 atttractions. You can buy online before your visit: for a single person or for two to five people: one day 11€/22€; two days 19€/38€; three days 27€/54€.
The bus journey into the city centre from the airport is about 15 minutes – the buses run frequently and regularly which is a bonus as taxis here are expensive.
We stayed in the Hotel Franςais in Place des Armes but for family accommodation, I'd consider the Youth Hostel which has rooms with four to six beds with en suite facilities: 2 rue du Fort Olisy, L-2261 Luxembourg.
PWT rating: ♥♥♥♥♥