Probably someone already said this, but why teach them any religion? Why not teach them to observe the world with a scientific outlook and come up with their own conclusions? And anyways, I think it cheapens spirituality to offer up a grab-bag of mainstream religions as their spiritual choices. What sort of message does it send to a child if you essentially say "It's vital for your salvation that you choose the religion you think is right but, at the same time, which one you choose is completely arbitrary."?

Maybe you should create a religion with your kids. Ask them what they think happens upon death, what they think governs their fate, where they think the universe came from... Why not teach them to find answers by looking inward rather than by consulting archaic texts?