I read over alot of these other responses and agree with most - we have done alot of those same things - our first big trip was when my oldest was barely 5, middle was barely 3, and my dtr wasn't quite 2. We drove 22 hours one way, over 2 days time, and had the joy of breaking down in El Paso TX (we lived in SC at the time) with all 3 kids! Yippee! We just went again back to NM/CO, and it was MUCH easier that time, since they were 11, 9 , and almost 8. We had a TV/VCR combo our first trip, that we could put in the middle of the two front seats, but I could still manage to climb over if I HAD to get back to the kids, to get food or drink or toys. We had backseat organizers for them and also those cheap little organizer type baskets (dollar store) full of activities. We had kids' music tapes/CDs, but also all those non-messy coloring activities - Magna or Aqua Doodle or the Color Wonder stuff works great too! We also did the cookie sheet/magnets and my dtr didn't know many numbers/letters yet, but knew colors and a few letters, etc... We also had hardback books for them, their own bags of snacks, water bottles (Sippies at the time), etc...
But one of the best things we got was some window cling stickers for them to play with and they don't leave a mess after they "decorate" their own window! I found some at a bookstore that were animals, that when the light came through you could see their skeletons - I think we had a panda, whale, and ??? Anyway - those were a big hit, and also my 5 yr old at the time was very precocious and took his new Leap Pad everywhere and had already starting learning the states and capitals with that little game in it, so I also found US map window stickers for teaching older kids - it had labels for each state, etc... so he loved that, but most little kids wouldn't!
Point being, depending on what each of your children loves - find things that will NOT be a mess in the car (like either a literal mess or little pieces that can get lost down in the seats) and take some DVDs, for your own sanity - and play the typical car games - I Spy, that sort of thing - but like one person said, half the fun is getting there, and they need to enjoy what is outside the car as well!
Great idea to mark rest stops, keep your eye out for McDs with playgrounds, etc... We also had an inflatable potty - if you have ever traveled thru the desert of Texas, you would know why! They have exits there that are essentially dead ends! NOTHING! So be prepared for all possibilities and organize WELL! Utilize every little nook and cranny in your vehicle! :)
Oh and a great first aid kit may come in handy - my 5 yr old got his toenail practically scraped OFF by a heavy, metal roadside bathroom door! It was awful, but I had all kind of band-aids and ointments with us! And children's medications!
Best of luck to you on this trip! It can be exciting, but overwhelming, so just prepare as much as possible and then enjoy the trip! :)
A.