DD1 who is 4 has always been very easy. She just needs her (stinky) blankie.

DD2 (19 months) has always been a bit of a nightmare. She's been known to wake up from being asleep if my tummy rumbles if I'm sitting next to her cot. For her, a blankie has never worked. These things seem to help: classical music and something to do with her hands. I haven't found anything she likes to hold after trying lots of things, so I simply hold her hand, sometimes up to 45 mins till she falls asleep. I've actually said to her, "it's OK DD, it's time to switch your brain off now. You can think about all this stuff tomorrow." Funnily enough, that actually worked. Your kids are old enough to understand that concept now, so maybe you could try that on them.

Another thing is to make sure they're getting enough physical exercise or mental stimulation (not TV) during the day. I've spent a morning at kinder with DD1 and they're constantly doing stuff so I can see how she gets so tired on those days. If she's home with me, she's not nearly so stimulated as we've been relying on TV too much lately.