Our family is very partial to HDDR. We first went when the kids were 5 and 6 and they insist on going every visit to Disney. Depending on when you are going, you may not like BBQ because it is dependent upon the weather. If it is really hot or cold, it might not be too much fun. If you are willing to take the weather risk, I am sure your kids would really like BBQ, especially while they are really young. There is more interaction and it is really laid back.
HDDR is really fun and there are things for the kids to participate in, but it is a seated dinner show. Choose what you think your would be more appealing to your kids personalities. Either one is great fun!