How old are the kids?
Not climbing as such, but when my son was about 7 or 8 we went on jeep tours from Dorgali to Goroppu (sp?) canyon and Tiscali and he absolutely loved them. Both interesting places with some very impressive rock architecture - the Hotel Supramonte wall is amazing, and the gigantic collapsed cave roof of Tiscali even more so.
Of course you could just dig out a map and drive as close as possible to both places in your hired Punto, but in both cases the 4WD drive approach is both great fun in itself, and shortens what would probably otherwise be a long and gruelling day for kids. The guide we had was absolutely great with the kids too.