Get a handful of cheap world coins at the LCS. My six year old loves searching through them and sorting them by country and size. A great way to spend time together and get the guy handling coins.
I don't know if I'd even try explicitly introducing coins to a 4 year old. I was 9 before I got bit by the collecting bug, and I started by filling the blue Whitman folders for coins then in circulation. Of the suggestions in this thread, I like the idea of inexpensive world coins or a recent proof set. I think a birth year proof set would be a fine start, and it would have a good variety of coins (President dollars, Native American dollar, State quarters, etc.) World coins are fun because you can get things like coins with animals (kids love animals). Mostly, I'd just wait for him to show interest in Daddy's coins. Little boys have a tendency to want to do everything their dads do, so it will probably come somewhat naturally. He may grow out of it, or he might end up a lifelong collector. Who knows?
I agree with 4 possibly being a bit young. My best memories are going through rolls of pennies on the living room floor. I'd occasionally find something and give a little squeal and my dad would be on the floor beside me going thru the rest of the coins. Ultimately, I'd say get some Whitman's that are fairly easy and see the results. To me, it's all about "the hunt" If he develops that with coins you'll have a lifetime collecting buddy,
Buy them albums, take them to coin shows, get the Mint's Teddy Roosevelt collecting kit for kids, take them to visit a US Mint if practicable. Buy them a birth year holder and fill it with nice coins of that year. Start them on a yearly mint or proof set acquisition. Spend time with them sharing your knowledge and interest. I've done all of these things with my granddaughter, who's now 12 and a budding expert.
Buy them albums, take them to coin shows, get the Mint's Teddy Roosevelt collecting kit for kids, take them to visit a US Mint if practicable. Buy them a birth year holder and fill it with nice coins of that year. Start them on a yearly mint or proof set acquisition. Spend time with them sharing your knowledge and interest. I've done all of these things with my granddaughter, who's now 12 and a budding expert.