ok,
As a former youth pastor, I'm had limited success with lock-ins unless they are pooled between a few curches and we can go to a place other than our chuch--many churches got to gether to rent out the college recreation center for a lock-in. That worked.
I think what works better is a lock-out. If you are in a fairly good sized community, you can start by going to dinner, then a late movie, mightnight bowling, broomball at an icerink, then come back to the church around 2 or 3 for those who want to sleep or for organized games, recreation, movies, etc.
It's hard to keep activities going all night. The tride and true "capture the flag" or "sardines" games go for a while, but lock-ins, if done regularly, can become trite. If theres a central theme around the lock-in then it might work too or combine the 2.
Our church invited the organization "Worth the Wait" to come and do a siminar on abstinance for our youth group We made a lock-out/lock-in out of it. We had a cook-out and games at firstm then a session and worship, then the lock-out, then a session, then games and optional sleep. We went out for breakfast in the morning.
If you're in a smaller area, try a simpler version of these ideas. You may not be able your pastor to talk, then some games, then a talk, then an outing, then worship/music, end with more games or sleep. There are many ways to organize a lock-in. Be creative with it and kids will come.
Blessings.