Someone recommended SafeSide: Stranger Safety (John Walsh) DVD recently.  I got it from Blockbuster Online and it is great!  Teaching an important lesson in a fun way that is serious and doesn't frighten, this DVD was a hit with my 7 and 3 year olds.  Both watched it numerous times and, more importantly, have already used the teaching points. 

As we venture out to an amusement park tomorrow, I'm a *bit* more relieved that they have had these lessons that I'd already taught my way, reinforced in another way.  So even if you don't think you're children need to hear this info, review it yourself and I think you'll be surprised.