If you have no whitewater experience, I would go with a guide even on the Nantahala. You need to have the proper equipment such as suitable PFDs, helmets, and a throw rope which you need to know how to use. While the Nantahala is only a class II river, it does have some hazards, and there have been plenty of deaths there due folks being fooled by it's "benign" nature. If you see a sign warning of a dangerous area, respect it. There was a little girl on a church outing few years back that swam into a rock that was undercut and she got stuck under it. Not to try and alarm or scare you, but just wanted to advise in case you decided to go without a guide.
As for the Pigeon, it's going to be a bit more exciting but nothing big or scary. The water will not be nearly as cold as the Nantahala. Personally, I'd still stay near the Nanty though just because of the center, restaurant, etc. there. You can watch people run through the "falls" which were considered a class V rapid years back. (called a III now).
Ocoee is solid class III with a couple IV's. Not sure how adventurous your kids are, but it would certainly get their attention quick (hour drive from the Nanty).
Have fun and be safe!