I think the Arlberg ski school (the guys and gals in blue in St. Anton) has some good programs for kids. More importantly, they usually have native speakers of several different languages working there, so there shouldn't be any communication problems.
Also, St. Anton has a lot of non-skiing activities, like the indoor/outdoor swim hall and the activity center near the train station that has indoor climbing, bowling, and tennis.
I'm not too familiar with Lech and Zurs as towns, so I'll leave that for someone else to comment on. I ski the slopes over there, but I never really spend any time in the towns.