The Steno Museum is Aarhus's museum for science, medicine, astronomy, and the history of ideas. It is part of the university museum world, which gives it a more thoughtful feel than a pure children's science centre, while still leaving room for hands-on exhibits and planetarium-style material.
It is a good choice if you have already done ARoS, Den Gamle By, and Moesgaard and want a different angle on the city. The museum works especially well for curious families, students, or anyone interested in how science was taught, displayed, and folded into everyday life.