For 4yr olds? Keep it simple as they're only really just starting to learn how to follow instructions and join in Games. The usual kind of things all work - musical bumps, statues, etc, but they'll also do position type games really well and will follow you quite well with party dances.

If the parents are there, get them involved for the first few games or dances as they'll help guide the kids at first. Once the kids have got the idea of who you are and that they've got to follow you, they'll follow your instructions a whole lot better.

The nice thing about this age group is that they're only just starting to fall into their gender stereotypes so you'll probably find the boys joining in with everything as much as the girls.