Best way to find out if you have them is to lay some brown paper out(if you have any, or white would do, just so that you can see them). Turn your head upside down and comb, so that if anything comes away it will fall on the paper. If you have them, then yes I personnaly would "do" the whole family with stuff from the chemist. The cheapest way is just to use a conditioner and comb through thoroughly with a nit comb while the conditioner is on the hair. You would need to repeat this every few days for 14 days really. Tea tree oil is also cheaper than all the chemical stuff. Available from health shops. A little in water and spay on the hair, then comb through.
Good luck. Nasty blighters, but don't let it stop you enjoying the summer hols. Very easy to see on younger children, and easier to hook out! Girls with thick long hair is a nightmare, as I know with 4 girls!!!
I'd treat the whole family too. In future, I think tea-tree shampoos are supposed to help minimise infestation. You can get shampoos/conditioners that are labelled as preventive messures, my SIL uses them for her dc's, can't think what the brand is though