Plan family activities like bike rides or hikes which physically engages everyone. Seeing you exercise and put a priority on physical health will teach them the importance of it. Give them chores. Not everything is fun and games. Having regular, assigned chores like washing the dishes, mowing the lawn, or washing the car not only teaches kids responsibility, it's also an aerobic activity.
Sign them up for a class or team. Have your kids learn basketball, baseball, or soccer. Teach them to dance or swim. The habits we learn as children stay with us, and exciting, fun, or social activities are a great way to keep kids active, and enjoying it. A lot of communities offer free or low cost classes; so find if there are any available in your area.
Make a family fitness chart, and track everyone's fitness goals - kids should be getting an hour of physical activity a day. If the family reaches it for a week, set up a prize that you can enjoy as a family. Take your kids to the playground, and play with them. Kids aren't the only ones who need exercise, but they do come up with some fun ways to do it. Join their game of tag or play a pick up game of basketball. Race them. Letting go and playing with them is a great way to ensure that your kids are active, and safe.