Preschool is usually paid for and also hours can be limited - think maybe a half day with choice of morning or afternoon session, four days a week. Each preschool provider is different. In the case of preschool you would be looking at faith-based or Montessori provision and not your local school district, because the school districts are usually not obliged to educate children below Kdg level. Montessori tends to be expensive.
Many American children go to a full time day care from infancy onwards, which is child care usually available from 7am to 6pm. For 4 year olds, a normal day in such a place would include a taste of school routine and some exposure to literacy and basic numeracy. You pay a lot for daycare, and it isn't really supposed to be primarily a preschool experience - it is childcare. Quite often, parish schools operate a 7am-6pm childcare centre too, but for children aged 3 and up, with children sent to classrooms for class sessions daily and returned to the daycare section afterwards. These arrangements can cost less than a traditional daycare, but you would have to investigate each one you were interested in.
The alternative is that you can often patch together a few classes in different interest areas instead of committing to one single year-long experience. This is especially so in suburban and urban middle class areas where there are facilities and organisations providing an often mind-boggling array of enrichment opportunities, not necessarily to be found in more rural areas.
Children in my very built-up suburban area do dance, gymnastics, music, sport (there is a rink that is open year-round and hockey and figure skating are big) art, swimming, plus trips to museums and such. The local rink and gymnastics centre have drop in hours that are heavily subscribed, as well as organised classes. The local Park District (park and recreation authority) runs classes for all ages including small children in its many facilities, on a rolling basis, usually 8-week sessions. All of my DCs did Park District activities or classes and participated in summer opportunities offered too - drama and sports and swimming lessons in the outdoor pools. The local library is great and offers lots of story times and other activities. There are also many local private gyms and music academies and dance studios.
If I were you, I would look at public facilities as well as schools, for both of your children, when choosing somewhere to live. Public facilities can be fantastic in the US. Look for communities that have local branches running AYSO (American Youth Soccer) and/or T-ball, baseball/softball, tennis clubs, swim clubs - all indications of good communities to hang your hat in.
One of my DCs told me at age 4 that he didn't want to go to school in a big building so I was able to enroll him in successive 8-week sessions of preschool in our local YMCA, attending for 2 hours daily for three days per week. The nice thing for us as a family was that we could skip the session immediately after Christmas when the weather was awful and I didn't feel like bundling up his little baby sister and heading out three mornings a week. They did crafts, art, sang songs, danced, went on a few field trips in a yellow school bus, learned some safety rules at the local fire station (stop, drop and roll, touching hot things and playing with matches or lighters is a big no-no), had circle time and story time and cleaned up after themselves. It was a lovely experience for him.
He went to Kdg at age 5 and turned 6 in early summer of that school year. This is a pretty normal age for Kdg.
Don't be anxious about school. If you choose a good school district and then find somewhere to live you will be fine. American schools tend to encourage confidence and a sense of individual responsibility in students. In a good district standards will be high.