M.I.
My father died when we were children. My mom was about 36 and we were 8, 5, and 2. From my perspective as the child in the situation, I took my cues from my mom. That means that you need to be strong, but also show your kids that it is OK to grieve and miss their dad too. Each child will deal with things differently, so allow for that. Sometimes they may want to talk or cry together...sometimes they may want to be alone and sometimes they may want to just talk to eachother without you.
I do recommend that you have some sort of "counseling" or outside support for your children. I really didn't have any of that and I ended up seeing a therapist when I turned 18. Becoming an adult made me realize once again how much I missed my parents and that there were some issues that I had not dealt with in my earlier years.
There is an organization that I donate to in Delaware called Supporting KIDDS (kids involved in death, divorce, and separation). They do some really good work with families and children. I know you are in Philly, but they are located in Northern Delaware, which isn't too far. It may be a nice day trip for you and the kids to check them out.
I also recommend (even though the thought is really morbid) that you make sure that your affairs are in order. Unfortunately I also lost my mom when I (the oldest child) was 13. Thank goodness she had a will and had named guardians for us, etc.
I wish you and your children the best.