Misquoting someone here: “It’s not about getting everything you want, it’s about giving everything you have.” Stuff will never satisfy. Pouring yourself into something heart and soul will.
Start saving for retirement with your very first paycheck. Put away the MAX, you’ll never miss it. If the company doesn’t offer 401k then we’ll open a Roth IRA.
Take the family on periodic “spending fasts.”
As an exercise, go a day, a weekend or a week without spending any money. Make due with what you have.
Encourage participation. Tie in spending fasts with holidays, lent or in support of a cause.
Have them sort change, and eventually to count it. It teaches them to gather things that are alike, it's an introduction to money and it occupies them for 15 minutes! Just make sure they're old enough to be past the point of putting coins in their mouth.
Have a yearly “review” right before school year. Raise allowance as appropriate. If they want more money, they’ll have to take on more responsibilities.