with my two I do a thing that kind of leads round the house:
"If you want to rest your head you go upstairs and go to _"
then the clue would be hidden in their bed
"we sit up striaght and don't be rude, go to the place where we eat our "
and the next clue is on the table and it leads round until finally they end up at their stash of eggs.
Those were just off the top of my head - I am quite good at rhymes, mine love it and you can alternate clues for different ages. Not sure how it would work with lots of children though.