It may sound trite, but the most important lesson I taught my children was that I loved them. I did that practically by doing three things.
First, I showed them that they were important to me. I did that by spending time with them not only doing things that they wanted to do, but also involving them in things that I wanted to do. I always proudly introduced them to whoever I was with, and made sure that they knew that I was willing to go out of my way for them whenever it was needed. I remember one time when I drove two hours one way from a men's retreat I was on so I could be in attendance at one of my daughter's piano recitals. It was something I felt was needed at the time to show her that she was important to me, so I did it.
Second, I was careful to discipline them. Proverbs says that he who spares the rod hates his son! That is strong language, but clearly true. When my son was a young boy, we went to McDonald's with some friends for a meal. As we got out of the car, my son started running to the door - right in the path of a moving car. I yelled, "Billy, stop! Come back!" He immediately stopped, turned around and ran back to me. I had been careful to teach him to obey, and it saved his life.
Third, I always tried to be approachable. My children had to obey, but I wanted them to know that they could always challenge me and ask why I said or did something. And, on some occasions, I changed my mind. The key was that I wanted them to feel free to come to me honestly whenever they wanted to do so.
I certainly didn't always do things right. But, by God's grace, I think each of the children know that their father (and their mother) really does love them.
By the way, the most important activity I did with my kids was have regular "wisdom searches." But, that is information for another blog post!