Neighboring kids driving Fido crazy? Teasing is not only annoying, it could also be dangerous -- if Fido ever gets out by accident, things could get pretty hairy. Dogs who are teased can suffer from stress, too, and might become more violent toward children or strangers in general, so this is a problem you might want to address as soon as possible.
Catch them in the act and tell them off. No need to scream, yell or threaten -- in fact, don't do any of that if you want to get anywhere and avoid major problems with their parents. Just hide somewhere where they can't see you -- chances are they won't tease your dog if they see you around -- and wait for your chance. As soon as you see them do it, come out of hiding and express your disapproval. Is this the first time? Just keep your cool and tell them they're not allowed to do that. Second time? Be firmer.
Close up your fence or change your gate. Yes, it's annoying that you have to spend money on something that's not your fault. But you also don't want your dog getting bothered all the time. A tall wooden fence and gate would prevent the kids from even seeing Fido, so teasing him would be, well, a bit hard.
Talk to the parents if nothing else seems to be helping. So the kids will get in trouble? Oh, well. Your first job is to keep Fido safe and relaxed. Even if you're tempted to go on the offensive, don't -- you'll probably get better results if you approach the parents calmly and explain the situation.