How about a star chart? Collect 10 stars for a dip in the bag (cheap art supplies to link with the club). Stars are given for good behaviour. We also have a thinking chair all our kids hate it cause they miss out on the fun stuff going on. Our main behaviour method is green, orange and red face. Very visual as it's on our whiteboard so all kids and their parents can see whose on it. Funnily enough we get very few on the thinking chair or red and orange face. Lots of positive praise for children who usually behave ( well done so and so i love the way you're listening/ sitting etc), and children who normally misbehave even if they do a tiny brilliant thing pounce on it straight away and give lots of positive praise (even if it's only using scissors properly or walking into the classroom at the begining of session).
Can be really difficult to be positive but in the long run you and them will enjoy the sessions more
And finally good luck
Ps how about sitting kids down and making up "our golden rules"? Our group are only 4 yrs old but came up with fab rules mostly what i would have come up with anyway. More likely to stick to them cause they've made them up. Could then make a big deal about decoraing the poster they are written on. Lots of sequins and glitter!