My preferred age for child portraits is newborn to five. It's lovely being able to capture that wonderful freedom of children who are not yet showing any kind of mental restraints from the modern, social world we live in.
The sessions take place outdoors. This can be done at a location you like or at your home. It's nice to go somewhere they have plenty of space to be active and also some nice spots for more posed images. I have found bubbles to be a very useful prop to have, as all kids seem to love them! It gives them something to focus on and breaks the ice quite nicely. The idea is to capture natural images of them being children, uninhibited in a fun and relaxed environment.