If you're in the US you can't move with your kids to another state once the divorce is filed. Before you file either one of you could take your kids anywhere - you are both custodial parents and you have no agreement in place. That's not to say the other party couldn't drag your ass back - it just would be an expensive pain in the ass for the one trying to drag the other back. But once you're back you might not look so good to a judge.
BTW - I'm no attorney, but I've had a really contentious custody scenario.
As to traveling for the holidays - again you have no agreement so technically you can, but it's generally advisable to provide the other party with written notice of your plans in advance.
If he opposes your holiday travel for dumb reasons, I would go ahead and go. If it's the only time he could see the kids or something I would probably modify my plans but even if he has a great reason and you go anyway - you are totally within your rights to do so. In the US whoever is in possession of the children is the guardian and until the courts say otherwise there is no recourse. So, if you ex is supposed to have them for the afternoon and decides to keep them indefinitely he could do that. See what I mean?
Because of this, without an agreement it's best to play as fair as you can so horrible tug of wars don't ensue.
I would provide the other parent of warnings in writing (email) of any logistical, medical or educational actions - this will serve you well in an eventual custody battle - shows you are operating in good faith.
Any lawyer you visit is no longer an option for your spouse (in the US). So, if you fear a nasty battle it's not a bad idea to have consults with the shark attorneys so they aren't an option for him. However, many charge a consulting fee so this can get really expensive really quickly at 300-500/hr.
You want his financials for sure - in case he hides assets so any bank statements, tax forms, investment accounts etc. He may try to empty accounts on the eve of a divorce so it would be helpful to show his true worth.
I'd also get rid of any joint charge cards - until the divorce is filed it's joint debt so he could run those up.
[This message edited by skeetermooch at 1:22 PM, December 17th (Tuesday)]