One thing that's very important with raising children is, when they get to the age of being self-sufficient, say 2 or 3 or so, is to make sure they know that their mother and father have 'mother and father' time. This means no misbehaving and no interruptions. What we also did was put a lock on our bedroom door. But in any case, a closed bedroom door meant out of bounds.
Later when they were a bit older, we hinted that this time was for sex, so they would, even before they knew what sex was really about, associate sex with normal and natural. Our society tends to treat sex inappropriately, and we both wanted our children to be aware that sex is a healthy part of a close relationship.