What to do when husband threatens suicide?

i want a separation from my husband who i've been with since i was 15. he's cheated on me several times with an affair with my step sister. I never broke up with him before, when I keep thinking I should have years ago. It has always been in my mind, and when I was gonna do it 6 years ago, he asked me to marry him, and I said yes. I know I should have stuck with my gut instinct, but what girl doesn't want a wedding. I'm 30 years old now, and he's done some bad stuff again. I will ask for a divorce, but I'm so afraid of the outcome. We have 4 kids, I don't want nothing bad happening to them. He's threatened to kill himself before and burn down our house and so on. If I get out of this marriage, I think I'll be sad for awhile but with a great deal of freedom and relaxation, something that i've longed for. I need some advise on the safety of me and my kids, and the safety of my husband. I don't want nothing bad to happen to us, just a divorce and the rest is history.