I always give them the choice of 1)A or 2)B. It's a lot easier when you give them the choice then you aren't always the bad guy.
Victor-I wouldn't worry about it. If you are in an area which is not too cold, set up a bonfire and a tent in the back yard for them. Let them roast some hot dogs and eat them and some marshmallows. They will have just as much fun and you won't be out anything. I totally understand the "broke" part. Kids need to see that Mommy and Daddy aren't an unending pile of money. If they learn this now, and you teach them the hard economic facts of life, they will be a lot happier in the long run. Good luck.