I have a quad stroller I bought from a retiring caregiver and it is great in nice weather. Has sun canopies for all four seats. Don't take them out in the rain anyways. I have a large wagon that can fit all 5 and has bigger wheels than some wagons. I got it when we lived in London from Smitty's Little Haulers but there is another company I have seen people use but forget the name - wagon is in the webname but sorry that isn't very helpful. I use the old fashion walking harnesses with it where I put the harness on the child and then wrap the rein part around the slats till it is tight and then when we go out I just have to place the children and clip them in. This works well with even the little ones because being so tight the harness keeps them in a sitting position.

Our park doesn't really have a lot for the toddlers so we normally spend our outside time in the backyard where we have the sandbox, climber, group swing, playhouse, etc. - they get to run and I get to sit.