Well, as for introducing children into the dark art of tabletop-gaming, I've successfully managed to get my now nine year old son to play Mordheim (his favorite), Fantasy Battles and 40K. I agree on the story being essential in keeping up the interest. Also the concept of characters developing early on caught my son's interest - he's very eager to get new advances for his Ork heroes. Naturally he still needs a lot of help when playing, as the game mechanics are somewhat complicated, and his English is not very developed. So, I'd say the keys are the following:
- Character and model creation: include the children in the modelling choices (weaponry, colours, bric-a-brac), name the characters
- Character development: make sure the children keep in mind possible future developments for the warband (skills, additional warriors) by discussing these before the game and afterwards. The discussion before the game fills them with anticipation of the warbands performance.
- Strategic help: Discuss briefly before the game starts what happened last time you played, and try to help them make a new improved strategic layout, preferrably using the new skills as this encourages them to look forward to the game and the specifics of their warband.
- Help during the game: At the start of the childrens turn offer help regarding decisions and movement. Remember that the point of the game for the kids not is the rules, but the story being played. Try to embellish the happenings with a little roleplaying (keep the bloody parts out of this, though!).
- When speaking of the game, remind the children of their characters and what they did, and what they might do in the future.
- Keep it short and sweet! Too sad developments due to dice rolls might be ignored (at least partially). Choose scenarios that include a story, but not ones that take too much time. Do the paperwork yourself in the beginning - they will take an interest in that eventually, as with the rules.
Hopefully some of the above is useful to you or others with kids. My son wants to play every weekend now, and is getting more interested in the rules every time - and the gaming also improves his English. talk about hitting two birds with one stone!