In the Fairfax, VA office, which is for the Washington DC area, tax transcripts were not required unless there was some special circumstance where you have to prove that a past problem with the IRS was resolved. I have read that New York DO officers will often ask for tax transcripts. You should look for Chicago DO interview experiences before going to the trouble of getting any additional tax transcripts. From what I can tell, they are only necessary to show that you are no longer in any trouble with the IRS.
During our interview and oath ceremony in Fairfax, we saw people bring their children, but the children did not go into the interview and the children sat in the back in the visitor area during the oath ceremony. You could consider leaving them with friends while you go for this - many friends, co-workers and colleagues will offer to help in this circumstance because this is after all, an interview and oath ceremony for American citizenship!
But this depends on the age of your kids too. If they are 8 to 10 or older, they will be able to sit still somewhere and wait for you, and there will be plenty of people around in the waiting room so they should be ok. If they are very young, I would consider leaving them with a good friend, colleague or neighbor.
