We have a 3,4, and 5 y.o. CCD program during the 9:30am mass on Sundays during the school year. First grade through high school CCD meet duing the week in order to encourage participation in mass on the weekend. We do not have a "cry room", our vestibule does have speakers if you need to stand outside the doors.
Personally, I think I might have to quote Mattew 19:14 "Jesus said, 'Let the little children come to me...'" should someone make a rude comment about a child attending mass -- they're toddlers, their bodies are made to sit still! There are times that it would be nice to focus more on the mass than the children, especially with twin 2 y.o., but it is amazing how much my 5 y.o. has learned and how much he wants to know just by going to mass each week.
We say the Our Father every night before bed with all three children and sing "Amen" and "Allelulia". During those parts of the mass our kids think its such a novelty that everyone knows "their prayer". They also love to shake hands during the sign of peace. Most grumpy parishioners, over look their other antics

, after they see them participate on and off during the mass
