Setting up your home network to use OpenDNS will give you the ability to lock down what people in your home have access to (sites, networks, etc).
You can then do the exact same thing with their phone using things like Android or Apple's Parental controls. You should then also pay for/use (its cheap) your phone carrier's Parental controls to lock down access even more.
You have to be smarter on the subject than your kids... If you want to keep them safe, its time to learn.