Children are not needed at the interview. Often, it's actually problematic to have children with you there. If chilren are small, you may de facto have a stokes interview, with spouse staying with children outside officer's room and then switching. Having no children there is a plus.
If they were born in this marriage, I'd recommend taking their birth certificates just in case.
The reason I asked whether they were citizens is because in certain circumstances they'd become US citizens when your wife naturalizes. It's irrelevant in your case.