If the children are old enough to do so, have them participate in the service. Talk to the pastor about including children in the service with a children's sermon where he calls children up to sit with him while he gives a child-friendly version of that week's lesson or sermon. Children can also participate by forming a children's choir or children's band that plays every other church service or on special occasions.
Encourage children to get creative by finding Biblical-themed coloring books at local Bible stores and bookstores, or doing crafts with them. Crafts can be anything from very simple projects, asking children to draw the characters from this week's Bible story or having children make puppets of a particular Bible story. Children can also come together to act out Bible stories using either puppets or themselves as the actors, performing their play for their parents.
Encourage children to burn off excess energy by playing games with a church theme. Include charity in the games by having different Sunday school classes compete to see who can collect the most money or coins for a certain charity. Other games include asking children to memorize Bible verses and giving them small candies for being able to recite them, or having children answer trivia questions about the Bible and Biblical stories.
Older children can benefit from lessons in a classroom-like atmosphere. Combine free play or crafts with sitting down and discussing a Bible story or the story of the week. You can purchase picture books of Bible stories for younger children at your local bookstore. Older children should be encouraged to use the Bible the adults are using and study the story, interpreting it together through discussion.