Depends on the time of the party... And what access you have to heating/reheating/keeping things warm.
if it's lunch then you probably need to serve them something reasonably substantial, if it's a mid afternoon party tea when they will have had lunch and be going home to eat in the evening then you don't need to give them much.
Little sausages, little squares of pizza (probably just plain old cheese and tomato), some oven chips, cucumber, carrot and pepper sticks plus a few twiglets or crisps if it is a proper lunch
Few bowls of veggie sticks, few crisps/twiglets, a few cheese cubes and a couple of little sausages each if it is an afternoon tea.
In either case I'd avoid sandwiches as they invariably get left on plates and there are lots left over.
Follow by pudding - jelly you could make in advance in disposable plastic cups, add in a dollop of ice cream for those that want it. Little ice cream lollies have gone down well at a few parties I've been to recently. If you go for cakes then have one chocolatey thing (brownies, chocolate rice crispy cakes) and one non-chocolatey thing (not sure what - I don't really see the point of having treat/cakey things if they don't have serious chocolate in them 
) And maybe a bowl of fruit - simple like strawberries or grapes - depends on how many of them are going to be 3 and you're going to want to cut the grapes for)
Whatever you do, don't let them spot the pudding until after the main course has been cleared away.
Fruit kebabs at one party I went to were well received by the kids and parents thought they were nice too until there were suddenly lots of 4 yr olds using the little sticks to play at swords/daggers/etc at the table so would advise against that idea!
cup cakes seem to be big at the moment - but think they would be a waste at a party for 4 yr olds. Kids seem to take them, take off the decoration if it has one, eat all the icing and then leave the cake, getting disappointed because it isn't the flavour they thought it would be from the icing. And they can be expensive too. Have seen them set out on the table when you first sit down - looks lovely but again the kids want to eat them before the other food once they have seen them.
There's usually way too much food at young children's parties - lots gets left in the serving dishes and even more gets handed out and left behind wasted on the plates.
Hope it all goes OK and you have lots of fun at the party - you're a mad brave woman contemplating that number of 4 year olds!