Don't remember just how small your kids are, but we've got two kinds of auto shutoff lights for our 4yo and almost 3yo. The first doesn't mention the shutoff feature on the web page, but it's quiet (see #2) and has three colored lens filters:
auto shutoff kid light . The second (little tikes) you can find at wallyworld - squeezing the handle opens the animal's mouth (dinosaur, tiger, etc...), turns on the light and - most annoyingly, makes it roar. Over and over and over and over....
No, not hard core or even soft core CPF material here. But they are kid friendly, easy on batteries and a source of entertainment and morale for the little ones (and not so little ones). We tried one of the shake lights from Sportsman's Warehouse - they liked it, but the novelty wore off pretty quick. It's in the bottom of my go bag, not a great light, but it's a light source and I
never have to worry about having batteries of any size, shape or voltage. That's the biggest draw for me: no matter what (almost), I've got a light.
(edit) Don't remember the brand of our shake light, but our guys gave it the kid tested seal of approval last Christmas - beat the daylights out of it and it survived short dunks in the toilet and the tub. If anyone wants to let my guys test their favorite $200.00 torch under these conditions, let me know...