Food for your children (special diet, favorites, or comfort foods, to have separate)
Food to share (preferably finger-food or party-style food; things for monkey-platters)
Bedding (if you're staying in bunks, or camping)
Toiletries, towels
Maybe sunscreen or bug spray? (I'm from New Mexico, so am out of my territory there.)
First-aid kit for your family
Good shoes (for exploring the site, and for Sunday's rope climbing activities)
Cameras, chargers for phones and such (there might not be wifi except spottily, in the lodge)
Maybe something like a frisbee or ball for outdoor play
Perhaps a board game or card game to share
