One of the challenges I've found in bringing up children speaking English in Spain is that they need to be more polite when in English-mode. Say "What!?" when you didn't understand something works fine in Spanish, but doesn't work so well in more up-tight cultures. Getting them to say "Please" and "Thank you" is practically impossible. It's still kind of cute when my 3 year old says "What? What?" and "Come on!", but I imagine it will become less cute as the years progress. My kids are also sounding a bit too Canadian, with the Catalan multipurpose "Eh" creeping into their speech patterns. ("Huh" is also becoming a favorite)
Luckily they are still young enough so that the "casual-use-of-swearwords-for-emphasis" isn't an issue yet, but probably will in the next couple years.