He *asks* to go to confession?! Wow! Sounds like you got someone special there!
Fishman, congratulations on your new daughter. You're already being a good father to her by the concerns you express. I have 2 daughters, 31 and 29. Neither has left the Faith, they still go to Mass every Sunday, but maybe I can offer a few suggestions. The first has to do with being a parent generally.
Your daughter will sooner do what you (and your wife) do than what you tell her to do. You are the first and most important teacher of your children. How you approach your faith will have a distinct effect on how they approach theirs. If you dress up on Sunday morning they'll come to understand, on their own, that Mass is something special unrelated to a trip to the mall or the playground. (There's one father of a young by in our parish who comes to Mass in a rocker t-shirt with a death's head on it. The guy hasn't got a clue.) If you avoid idle chatter in church, they'll come to realize church is a special place which requires its own special behavior. If they see their parents devout in their prayers, they will emulate them. It isn't that complicated.
Television is an incredibly powerful, negative influence on children, as are, I'm sorry to say, public schools. There's no way to avoid them, but I think it's wise to constantly be aware of what that influence is and, where it's morally degrading, guard against it and oppose it actively.
When they are young, talk to your children as if they are intelligent people. Not as adults, necessarily, but as people on their way to being adults. They'll learn to speak sooner, have a broader vocabulary sooner and will be easier to educate.
Don't be afraid to discipline them when it's necessary; and it will, from time to time, be necessary. They need to know there is are bosses in the house and the bosses are you and their mother.
Keep a happy, loving home and they will develop the confidence to stand up straight in the world. This above all; to thine own self be true... Well, forget that part.
Good luck and God bless you and your family.
Peace