I'm the new family cruise editor for CruiseMates.com. We've taken my daughter on nine cruises and she's enjoyed them all. There are two articles I wrote recently on the family site of CruiseMates.com which give lots of details about the differences in the youth programs at sea. They are: "Best Kids' Program? Ask a Kid!" and "Kids' Facilities and Activities by Cruise Line."
Your children are at a great age for enjoying the youth programs at sea along with the excitement of cruising. Since they've never seen the ocean, you may want to try a Caribbean cruise. However, our favorite cruising destination is Alaska. There's so many active things to do during port calls and the scenery is spectacular!
Good luck in your decision!
Luisa Frey Gaynor