From remembering flights when I was little, we didn't have DVDs or anything back in my day so I remember lots of activity books and favourite story books - remember, if you're flying to the UK you may not be allowed DVD players on a plane, but books are probably OK. Check with the airline about the special rules for the UK and USA.

Also remember that the airport isn't a fun place when you're little. Add on an extra 3 hours to the flight for getting to the airport and all the queues there; that's far more boring than the flight, especially if you sit by a window and point out the different countries (make them up if you have to!) and tell them stories about those countries.