Choose a soft brand of clay.
Not all brands of polymer clay are created equal. Some are softer than others. Children will find it easier to condition and manipulate a softer polymer clay. A few soft brands of clay are Sculpey III, Fimo Soft, and Premo. Of those three, Premo is the strongest after baking. Sculpey III, especially, is known to be brittle and prone to breaking. This isn't so much of an issue with compact shapes, like beads, but thin extensions of clay may snap rather easily.
Locate the best place for a work station.
Make sure you have a clay-friendly work surface. (You wouldn't want to ruin your nice dining room table.) If possible, set up your work space in a room that isn't carpeted. Little bits of clay can make a mess if they're ground into a good rug. If you do find clay embedded into the carpet, visit this page of the Glass Attic to learn about different possible ways of removing the clay.
Mix your own colors.
If you're trying to cut down on costs, consider mixing some of your own colors. Polymer clay colors can be mixed like paint. (For some people, playing around with mixing their own colors is a big part of the fun, not to mention a valuable artistic learning experience for kids.) Blue and yellow make green (different shades, depending on the proportions mixed). Yellow and (a very little) red make orange, and so on. With just a handful of blocks of clay, you can create an almost limitless range of colors. Read our section on mixing colors to learn more.