Debbie - Welcome!
The swingset looks great - so bright and cheerful - good job.
All the plants you mentioned are fine choices. Pansies have such sweet faces and Lamb's ears are so soft (back in the 'old days' they doubled as toilet paper - kids get a kick out of that)
Some more ideas:
snapdragon (kids adore 'snapping' the little mouth open & shut) giant allium (enourmous fuzzy purple ball on the top of a tall stem) - Allium albopilosum is more cold hardy than A. giganteum, and just as big butterfly weed - Asclepias tuberosa (light dry soil just like your lavender is in) chinese lantern - Physalis alkekengi (precious little orange/red fruits that really look like tiny lanterns) You might want to contain this one in a spot by itself - can be invasive. Lash some poles together in a teepee and plant sweat peas at the base (heavenly to crawl into when they are blooming) Check some of the herbs - fragrance is a wonderful addition. Plus it does not hurt them when children give them a good shake to release the smells. Do consider plants that attract butterflies - nectar & larva. The butterfly forum here is great - they can tell you the best ones for your zone - especially if you tell them where you are in zone 5.
Enjoy & keep us posted! | 
