I came to the USA ia the beginning of Novemebr 2010 on a H1-B visa.
My wife and 3 children - 7,11 and 19 years old are on a H4 visa.
Do I need an ITIN number for the 4 of them?
Do I claim child care credits?

Choice 1: You will not complete SPT in 2010, you can file non-resident tax return.

Choice 2: You can file resident tax return as Married Filing Jointly. You will have to wait for 5 months to file your tax return till you meet the Substantial Presence Test in 2011. Your U.S. Tax Return: Substantial Presence Test (http://taxipay.blogspot.com/2008/04/substantial-presence-test.html)
You will get standard deduction of $11,400 and exemptions ($3,650 each) for both of you.
You must both declare your worldwide income for 2010. If you have any foreign income, and on that income you paid taxes in the foreign country, then you can claim foreign tax credit (Form 1116) or you can use Foreign Earned Income Exclusion (Form 2555). Read: Your U.S. Tax Return: U.S. Citizen or Resident with Foreign Income (http://taxipay.blogspot.com/2008/03/us-citizen-or-resident-with-foreign.html)

You will complete forms W7 (application for ITIN) for your spouse and attach with your tax return. You can also deduct moving expenses.
If you decide to file as Married Filing Jointly as First Year Choice, you must attach a statement signed by both of you to your return stating that you qualify to file as residents as First Year Choice and that you CHOOSE to file this way.

MukatA's answers covers everything nicely; I have nothing to add.