They can cheer for whomever they wish, so long as its Tennessee. They aren't yet old enough to go to games (my oldest and I will be at the season opener), but we do a lot of other things to properly instill the orange.
We watch every game together, and while they don't fully understand the intricacies (which will be particularly useful over the course of the next couple of seasons), they know to cheer at just about any play in which Tennessee doesn't get scored on, we go through our pre-game rituals (orange shirt, "T" hat, snacks, etc.), we blare Rocky Top a few times a month either at home to wake mom up (early Saturdays), we play that "Best of the Vols" CD in the car, they have a Power T flag over their fort, their jerseys are #27 and #14, respectively (and they know for whom, and why), they are members of the Jr. Vols, and I've been lucky enought to get them into places where they've met coaches and players - they're typically awestruck, and remember them forever, anytime they see them again.
We also talk about other "bigger" things, like how those players and that team are representatives of our beloved state (or as we call it, "where we're from"), the importance of being good sports, what it takes to be a good teammate, and the importance of doing each to the best of your ability. Unfortunately, we've had far too much practice in cheering for them even after a loss, but they understand that it's our team, win or lose. It even offers me a chance (read: forces) to see things from a positive perspective, when I would not otherwise do so were I alone, simply because I want to be a good example for them.
Corny for sure, wholly unnecessary or overkill to others, but it works for us, and leaves little doubt as to where their allegiances might later fall.
