Hi LuAnnn,
My Dad passed away when I was 7 and I have 4 brothers (older and younger) that went through this loss at a young age and all turned out great. You seem to be doing all of the right things and they are so lucky to have you. One thing I did not see anyone else mention is the importance (now and in the years to come) of a positive male role model. You mention you have had 2 marriages but wasn't clear if your second husband is still in the picture or not. Please go out of your way to find positive role models for them especially as they get close to puberty, shaving, physical changes as they get close to manhood, tying a tie, all the things that Mommy's aren't the best source of info on... they will cherish it.
Also, if you can, point out other men that they respect that may have had Dad's who have died. It may be a huge relief to them that this has happened to many young boys, who were sad and missed their Dads but ultimately became strong successful happy men. (which of course is exactly what their Dad would wish for their lives).
Good luck.