On September 19, 2007 the U.S. Food and Drug Administration approved use of the nasal influenza vaccine LAIV (FluMist®) for healthy children ages 2-4 years old (24-59 months old) without a history of recurrent wheezing, as well as for healthy persons ages 5-49 years who are not pregnant. ("Healthy" indicates persons who do not have an underlying medical condition that predisposes them to influenza complications.) This new flu vaccine is sprayed up the nose, which makes it easier to administer it. People (like your kids) tend to be more accepting of this approach than they are of a shot. Different drugs are also available to treat the flu, but nothing is used routinely as prophylaxis (taken to prevent infection or disease).
Remember that influenza is a serious disease that can cause fever, sore throat, muscle aches, cough, and chills. Those children with long-term health problems like asthma or immune systems that do not work optimally are prime candidates for the vaccine. In fact, anyone who may be in close contact with someone at high risk for influenza should get a flu shot.
The viruses used to make the vaccine are killed, so you cannot get the flu from receiving the shot. Once someone gets a flu shot, it takes up to two weeks to develop the right protection. So be sure your family gets the shots as soon as possible in October or early November, as the flu season sometimes can come quite early (e.g., before Thanksgiving).