Sixth - it's nothing to do with pride, I merely said my DD was very proud of being one of the few girls in her year who has been at her school right from the earliest age. For me it's more about stability and having a sense of belonging. I was moved from pillar to post when I was young, and ended up not feeling 'settled' at any school, with very few friends, none of which I've carried into adulthood. I am strenuously avoiding that for my children - I want them in their schools as early as possible so that they form good solid friendships right from the word go - as my daughter has done. And while I'm with you on avoiding heavy education for littlies, the pre-prep that my DSs will be going to, as with the pre-prep that my DD went to, believe very much in learning through play; I like their methods. My DD goes to various activity camps during the holidays, but then, she's 10; there are loads of things for her to do at that age.
Ridinghigh - exactly! They do go to a very good day care nursery for a couple of days a week at the moment, as did my daughter, but there was a world of difference, as you say, between the nursery she went to and her pre-prep nursery, even though her day care nursery was excellent. Another reason I want the boys to have the same opportunity she did. We actually have a fantastic nanny for the boys for the other days currently, but once they start at their pre-prep we will lose her as they have to do more days at the pre-prep as a minimum than they are doing now, and understandably she wants more full-time work than we will be able to give her. I had indeed thought of an after-school/holiday nanny, but having had prior experience of trying to get nannies in our area (with many agencies), it seems they're more rare than hens' teeth, so I can't imagine a holiday nanny is going to be any easier to find!
I've checked all of the prep/pre-prep school holiday clubs between home and work, and not one of them takes from 3, they're all 4/4.5 upwards. It's possible there may be a chance they can go to a holiday club at an alternative day care nursery chain, incidentally the same chain my daughter went to originally, so I'm investigating that. An after-school/holiday nanny would be best, but as I say, I don't much rate my chances of finding one.
MaryWortley - couldn't agree more, but I'm guessing from my previous experience that a lot of families who have their children in pre-prep nurseries can afford not to have one parent working (usually Mum, in my experience) when the child is little. Not the case for us; as you say, two incomes most definitely needed! Which is also why I can't simply take the summer off, although it would also be 4 weeks at Easter and two lots of half-term weeks too. Financially impossible, unfortunately.
Thanks everyone for your comments and suggestions, it's great to know what everyone thinks!