Traveling in an RV (caravan) is a very bad idea. More expensive than renting a car and staying in motels, plus - depending on when you are coming may not be practical due to weather and crowding.

First - you need to decide a couple of thing:

When will you be coming (you want to avoid the worst of winter in the north and the worst of summer in the south)?

Exactly how much time do you have?

The US is a very big country - and you have picked areas that are very far apart.

For instance - from Orlando to NYC flying makes much more sense than driving. And getting from the East coast to Las Vegas/national parks is also best done by air.

Niagara Falls is sort of an outlier (about 9 hours from NYC - unless you fly to Buffalo or Toronto). Also most of the best attractions are in Canada - so you would need to make sure you have visas that allow multiple entries to the US. (You don;t want to head to the Canadian side of the Falls and not be allowed back in the US). Also to see the Falls you definitely do not want to go in winter - when many attractions are closed. They are in the snow belt and typically only open from April to Oct (check out the dates of the Maid of the Mist to see open season).

If you provide more info - and a budget - people can give you more specific advice.

Esp important is making hotel reservations for NYC - where you will need either a suite or two rooms (max 4 people per room due to fire laws).

Totally agree with nytraveler, rent a car and stay in inexpensive motels. You'll need to fly to some places to save time. What time of year is this trip? Also be advised your kids will not be allowed to visit casinos, only be able to walk thru them to get to the rooms and restaurants. Vegas is not really child friendly.

All valid points made by nytraveler.
The route I would suggest (others will disagree). Fly directly to Orlando or other Florida airport. See Disney World and any other attractions you want to see in Florida.
Take the overnight Silver Service (Meteor or Star) Amtrak train to Washington DC. Spend a day in Washington before taking a train to New York City. Spend several days in New York before getting on the train to Buffalo or Niagara Falls. With the multiple entry visas you can take the Maple Leaf to Niagara Falls Ontario Canada.
From Buffalo (or Chicago) fly to Las Vegas. Las Vegas would be the only place that I would consider renting a caravan (RV). Otherwise, renting a car in Las Vegas and staying in motels is a much better idea. Once you come to the USA. You will want to come back to see more of it.
RV's must be returned to the place where you rented them. Cars can sometimes be rented one way for an extra "drop off" fee.

I'm assuming you included Orlando because of the theme parks.

The classic national parks are in the west (Yellowstone, Yosemite, Grand Canyon). It makes sense to visit one or more of those because you'll be somewhat close to all of them when you visit Vegas. (close in relative terms, the U.S. is huge)

In light of that, I would skip Orlando entirely and visit theme parks in California - similar parks to the ones in Orlando and it would eliminate the need for an extra flight or a really long drive to get to Orlando. There's so much else to see in California and the west in general, whereas Orlando is not much more than theme parks.

You are coming from Israel it appears. I would either do an east coast or west coast trip.

East Coast:
NYC
DC
Colonial Willamsburg
Charleston
Orlando, Kennedy Space Center

West Coast:
Southern California
Up the coast to San Francisco
Redwoods
Up the Oregon Coast (where I live, it is beautiful) and finish in Portland