Perfect age.
Last week our 5 yr old got her ESF Ourson badge, and our 8 yr old got her ESF 2 star badge, which is about the 5th level up from absolute beginner and 4 from the highest badge. The 8 yr old can parallel way better than me already. They pick up the technique much faster and don't get blocked by fear. I started snowboarding at 24 and skiing at 35 and I wish I'd had the opportunity to start earlier, as I know that now, I'll never be "good" at skiing. The faster and more relaxed you are the easier it is, and it's much harder to develop that confidence as an adult.
The only advice I would give is think about what the personality of you're kids is like. We put ours in the ESF "Piou Piou" kids gardens/creche when they were absolute beginners. One was fine, but the other hated it. It can be really boring for them, and cold and painful. They have to stand in a queue for ages waiting for their turn to go up a magic carpet and slide down a very shallow slope whilst the instructors just walk around picking kids up off the ground. The younger one is a bit shy and absolutely hated it - tears, wailing the lot. We had to pull her out a few times. Once she got into the group lessons on the slopes this year though she was absolutely loving.
For your 4yr old, a ski creche is probably the only real option this year. In France at least, all kids under 6 have to meet at the creche, where the instructors test them out before assigning them to a group. Kids over 6 can go straight onto the mountain with a normal group instructor.