Whilst I agree best to bring with you your "main shop", don't be put off re cost of ParcMarket to top up your shopping, eg for fresh bread, frozen items you can't easily bring with you and things you forget.
We've CP'd about 20 times over 15 years and, if we stay for a week, we leave for a couple of trips out to local area, but if only doing weekend (never done the slightly longer midweek), there's enough to do for no wish to leave.
Also bring hand soap for each toilet if, like mine, your kids won't use the bar soap. Kitchen is pretty well-equipped unless you're going to start baking cakes or whipping up a gourmet meal, though if you're planning to cook, bring an extra tea-towel so you don't have to re-use a soggy one. On which subject, be prepared to permanently have towels hanging around the radiators as the rail space is barely enough for all bath towels never mind swimming towels on top. If you have curious children at the top end of your age range, you may want to go into the cutlery drawer and remove the sharp knives/scissors to somewhere they can't reach.
Woburn is the only UK one we've not done, but it's much smaller than the others so you won't need bikes, but they are fun part of CP. It's casual dress everywhere and you'll need layers in November as everything inside tends to be hot (other than Sports Plaza, where it's only hot if you're taking part!) Takeaway is a good option if you don't want to eat out or cook - but get your order in early (orders taken from 3pm) or you'll end up eating at 10pm as it's popular.
At that age, I'd recommend booking the Mucky Pups session - our DC loved it and someone else had to clear up all the mess. Or the Teddy Bears Picnic or Tots Go Wild for the older ones. The pool can be a bit noisy so if your little ones might be put off by that, the Swim Pups sessions normally run early morning when the pool is otherwise closed - DC of friends learnt to swim at those sessions too! But I'd say book no more than one thing for the kids each day and maybe book yourselves one thing a day if you can cover the childcare - we did the 2 hour spa session whilst friends looked after the DC, and the tiniest ones slept in the pram whilst we played badminton or table tennis. But don't get into a state of constant booked activity as one of the pleasures is time to chill - a leisurely bike ride, sitting with a drink looking out over the lake, a gentle stroll looking out for squirrels ...
I know some people hate it, but we love it - so family friendly for all ages - we went pre-kids and first took DD aged 6 weeks, and our groups have over the years literally included all ages 0-20, up to nearly 80 and all stages in between. Everything on site, lots of activities if you want them and ways to relax if you don't. Have a great time!