Yes, keep in mind that kids want to be active. Playing and walking with them is exercise. They will love it and you will have physical and mental benefits as well.
I can relate, fitdayfreshstart! It is much easier now that my son is 13 (I'm 42, btw). I can just say that now is my time to exercise and he can keep himself busy or join me if he chooses. However, he also laments the loss of junk food. The benefit, though, is that going through the "mushy" time before puberty kicks in and the growth spurt happens, along with the food we buy and prepare, have made him really start to think about what healthy choices are (even though he still dips into Doritos as a treat now and then...we just buy a flavor my husband and I don't like). I'm trying to teach him that it's all about balance and moderation, with respect to both food and exercise. When I hear him making decisions about what to eat and he's thinking it through, it really does my heart good!
(Oh, and don't worry. I'm a child and adolescent psychologist and I have never ever heard a kid make an issue of the fact that there was no junk food in the house!!)