In small little ways, I suppose teaching them the little values about saving the Earth would go a long way. Make it a point to bring your own bag to the supermarket instead of using plastic, for instance. Personalise the bags for the kids by adding nice badges that announce to the world they are 'green'. Kids would enjoy such stuffs - it raise their self esteem ;).
In addition, what I have done with my own kids is even to recycle boxes. There are tonnes of things to do with tissue boxes, shoe boxes or any boxes that 'comes along' with the things that you buy. It also instill creativity as my own children get to think about what they want to do with the empty boxes. It has become like a game to see who could outwit the rest when there is an empty box that could be found in the house.
This afternoon, we made a bookmark out of a very colourful 'Ribena' box.