I was also like Aurora79 going to say that the Titanic museum is really well done and interesting. It is a favorite of ours.
We like Dogwood Canyon (previously recommended too), especially if we are traveling with relatives who rarely go to places like national parks. There is a lovely little shuttle bus tour (about two hours) of the property - chance to get a little history, see animals (they feed wildlife just across the Arkansas border, so wildlife is guaranteed), and great choice for our party last time as some of our relatives had more limited mobility and could really enjoy the place despite that with this. With admission to the park (cost is per person - I think $15), plus the shuttle bus tour (cost is per person - $30), this is pricey, though. It was worth it to me last time, though, as I really wanted to show my New Jersey relatives the beauty of the area, and they loved this. They don't get out in nature very often and were super impressed.
http://www.dogwoodcanyon.org/default.aspx
If you want to do some shows, here is a link to a legit place with great discounts (no timeshare tours or anything like that):
http://branson2for1tickets.net/ You have to go in person and it's a little out of the way. On our last trip, though, we were able to stop here on our way into town (arrived day time hours and it was on our way) and saved me some dollars. Some super popular shows don't discount, but tons do and with the size of our group, it was well worth the stop. We had bought Oak Ridge boys tickets in advance (bucket list thing for brother-in-law and they just play limited dates). I could have saved money on those too last minute, but didn't take that chance. We stopped here though for tickets to an ABBA tribute show that my sister-in-law picked out that we all really enjoyed and saved a bunch, getting tickets for 1/2 price.
Other shows my son has enjoyed in Branson also are the Haygoods (previous winners of America's Got Talent - quite a few years back) and SIX (also recommended by another poster).
I totally get what you are saying here, and although I like Branson I wholeheartedly agree -- two or three $30 things pp in one day makes the world class Orlando theme parks look like a bargain in comparison. With my extended family group when I was paying for everyone, I made sure to make it a relatively short trip last time -- two night stay - show and dinner the first night, Dogwood Canyon and show the second night, and Titanic museum next morning prior to heading back to St. Louis where I live and can entertain at home, take them to the zoo where I have a season pass and the arch where I have a national parks pass for some discounts, have everyone stay at my house, and get by less expensively.
Although not cheap Branson shows are a good value for quality/price if you like that sort of thing. My relatives absolutely loved our mini stay there.