We have a very simple rule that we started when DD's were smaller, at any amusement park, fair etc..
the rule is that your feet do not move unless your hand is in dad or mom's. Exceptions to this at disney etc. are when they were with characters, or in dinoland, however if we stepped out of a "secure" area, the hands went into ours.
We also- had one DD for the day, that way each of us had to be concerned with one, instead of both.
DD8 did stop once at The Big E at a game, (DH's kid!) she was 3 at the time. and about 15 seconds- and 50 feet up the road, I said- Where's Goo? We turned around, and there she was infront of some taller kids, watching a game...let me tell ya- that 30 seconds was the worst of my life!
After The Big E- is when we started the, you dont move unless your hand is in mine! It worked very well at WDW this past April....never had to remind them, it was wonderful!..
Of course- when we walking from a counter to our table to eat etc... they didnt, but when we're just walking around, heading to a ride, or just daydreaming...they were holding on..
Brandy