I am struggling with this same dilemma. The choo choo wagon is affordable (I'm pretty sure you can get it at Toys R Us), and flexible in terms of how many children you can pull. HOwever, we do need to protect and preserve our bodies and pulling 3 or 4 children is not the best idea from a physical perspective.
Maybe consider what type of terrain you will be walking on, how many kids you have to transport (maybe you can start with a double or triple stroller and upgrade as you add more kids to your mix)?