Combining a benchtop power supplies

I know you said you don't want to run outlets everywhere, but I think a pile of wall warts is exactly what you want. Jameco has a large selection. 9 V sounds pretty good and that is one of the standard voltages, but you might want to consider 5 V (see below). Get something in the 500 mA to 1 A range.

These supplies are inherently isolated from the line, are usually short-circuit protected (check to make sure, you definitely want that), and draw so little AC power that you can string a bunch of outlet strips together without harm.

In the end, I think this will cost less and provide a better experience for the kids. I remember when I was a kid tinkering with this stuff how frustrating it was to have batteries run down, especially when you're not aware of when you are asking a lot from them. You also feel a lot less guilty abusing a power supply than running down consumable batteries.

You can start a fire with almost anything. If you do just the right thing, even a 9 V 500 mA supply can catch something on fire, but no more so than a 9 V battery and without the chance of the battery itself doing something bad and causing chemical burns.

If you are worried about LEDs getting damaged by them getting hooked up backwards, maybe you should get 5 V or 6 V supplies. Most LEDs can handle 5 V in reverse, and some 6 V. With 5 V supplies, you can eventually run logic cicuits directly without having to use a linear regulator. Lots of stuff will run well from 5 V. If you get 5 V supplies, get at least 1 A capability. That will be useful for running small motors. 5 W total power really isn't all that much.

Yes, that will work.

Current can only flow through a closed circuit, so if you use a single switch-over contact relay with a high current rating and decently high DC voltage rating you are always sure only one can be connected at once. In a 24V vehicle, I'd go for 100VDC and 2.5* your peak current, because you don't want transients and load dumps to cause problems.

Note: To relays DC voltage is never the same as AC voltage! if it says "125V" only, it's likely AC voltage and DC voltage might be as low as 30V. Automotive relays from a decent manufacturer rated for 24V automotive DC have the proper contact finish to switch on and off vehicle DC often and without fail.

If you want to be completely sure of the safety of your battery from the alternator system if it's a device you want to produce, make sure the relay is an integral part of the Device-Battery system with only the one contact going out to alternator +.