Model what you want them to follow. If you eat junk, they'll eat junk.
Don't regularly buy processed convenience foods; save fast food meals for a once-in-a-blue-moon treat.
Get your kids involved in selecting menus, shopping for ingredients and preparing meals. Kids are more likely to eat what they have helped to prepare.
You don't have to go overboard and eliminate all treats, just read labels and be judicious in your choices. Buy 100% juice instead of 'juice drink.' Choose foods with natural ingredients rather than 'artificially flavored' anything.
And remember, in most cases it's better to have a little of a natural product (sugar, butter) than a lot of something fake (artificial sweetener, butter substitute).
If you've been buying packaged cookies and sweets, try homemade instead. After a few weeks of doing that, you'll find you won't be able to eat the packaged stuff - because you'll be able to taste the additives every time you try!