
You will need to enroll your puppy in some puppy trainin classes ASAP (ie once all innc's have been done) Work out when this will be and phone round and book your classes now. They are normally done in 8 week blocks to keep puppies so young of a similar age together and good ones get booked up very quickly so do it now.
Setters are extreamly clever dogs and have very active minds, although very different from that of say a border collie. They will work things out for themselves, they will push the boundaries to see how much they can get away with so you have to lay down the rules.
Make sure everyone in the family is aware what commands are to be used for the dog. (so many people use"down" for lay down and get off the sofa, so think of your commands and make sure the whohle family use the same commands for same things.
Once puppy has settled in start basic training of sit, wait etc
You don't mention hohw old your children are, if they are young, well any age really, make sure that the pup has somewhere to escape from them where the children know not to touch the dog. (I guess this also goes for you! ;)
As mentioned already do buy the perfect puppy by gwen bailey. Read it before getting the puppy home and use it as your bible! :)
Good luck!