I think for a lot of people the extended family being left behind is the hardest part. I know my dear grandmother referred to this nice country as "god-@#$$% New Zealand" for quite a while. Now that we have been here for 2.5 years, she seems to have settled down and accepted that we can be happy here and she can be happy for us.
Your children will have the choice of returning some day, but I bet once they "give it a go" they will be glad they came.