I am using Living in God's Grace (3rd level) from the Our Lady of Victory curriculum. I am very happy so far with these series. I have also recently purchased reading Catholic books from Angelus Press and Tan Books.
Of course, the best way you can teach religion to your children is by practicing it yourself. Say prayers throughout the day, use of sacramentals, bible study, saint stories, Mass attending, etc.
There are always moments throughout the normal routines of the day in which you can teach your children important lessons in the Faith by explaining situations in simple ways.