Should kid's visit biological father in Prison and last name change.

Hello,
First of all, I am engaged to the children’s mother and have been in the kid’s life for over two years now.
I will give a background of the scenario prior to his imprisonment. Their Biological father rarely made an effort to see the children. There was always some excuse on why he could not see them, or was only able to see them maybe one hour at a time. Often when he did come and pick up the kids he would take them to his parents home and drop them off, we know this because his parents would call wanting to return them back home – usually because they were being to “rowdy”.
The Father would also call and attempt to persuade the children to believe that I was a “Bad Man”, the girl (age 5 now) was three and asked Mommy “Why is ***** a bad man? Daddy told me so.” It confused the poor little girl. I felt terrible because I am NOT a bad person, and I wouldn’t ever want the kids to think that of me. This is all prior to his imprisonment, and we handled the situation. He quit saying things of this sort… eventually.
There were times where he attempted to fill his role of being a father, but those were short lived, which left the children expecting more of a relationship – which never happened. I am sad that he could not have spent more time with them; I encouraged their relationship between them and even spoke to him regarding my concerns.
Now it has been over a year since he was arrested and is currently still being held for the U.S. Marshall’s in the County Jail. He was caught with five pounds of Methamphetamines, AK-47, and a Semi-automatic hand pistol. From our understanding – he is looking to face 10+ years in a Federal Prison, and possibly will be deported back to Mexico (he was born there, yet considered a U.S. resident?) after his sentence here is complete.
He had received word from one of his family members of the engagement between the kids’ mother and myself, and decided to make his first phone call to the children in over a year. He seemed to have concerns that we may attempt to change the children’s name to my last name after we wed. We hadn’t considered it much before he had mentioned it, but started to consider the idea after. I love these kids with all my heart, I have AND will continue to do everything in my power to make sure they are well taken care of, they are my world just as much as their mother.
I feel it is good they still maintain contact with their father through letters and phone calls, even though the younger one whom is 3 now has no idea who this man on the phone is – which is a shame, he has no comprehension of what a biological father is. He only see’s myself as his father since I am the one who raises him and his sister. Neither the kid’s mother or myself have ever ill spoken of their bio-father once in front of the children and do not plan to ever.
However, he is asking that we bring the children to the prison to visit him once he is transferred.

Sooo…. My question’s are:
1. Is it appropriate to take young children to a Federal Prison to see a man with whom they hardly know? If so, why? He never made a real attempt at being a father before he was locked up, and waited an entire year to call after he was. We have somewhat discussed, well she did and I listened, about what benefits would come from taking them to a Prison. We haven’t really been able to find any – which is why I am here now!
2. Would it be good for the kids to have the same last name as their Mother and I after we get married? Their Father had sent a letter soon after his arrest stating, “…To the main point; the people I was working with are very dangerous. Watch the kids carefully. They don’t know where you live but just be alert. I don’t want them to get to you nor da kids just because of me…” It also would dissolve any confusion once they begin school. As of now our household contains three last names; both kids have same last name, their Mother’s, and Mine. By the way, we have a baby on the way as well =) we just found out two weeks ago!
Anyways, I feel I have written enough to drive anybody crazy trying to read all of this… So please, and thank you for any advice any of you could possible give. If you are here to attack and say stupid things… Leave now and do not comment.