Tonya,
I would definetly confine them to a space for a day or two. With a door that shuts. With a sign that says, "DO NOT OPEN. LIVE ANIMALS INSIDE". With all the commotion, and not knowing if you are having 'professional' movers or not, don't risk the chance of someone accidently opening a door. The cats will be anxious because of all the activity, both before and after you move. As to whether you move them first or last, whatever is most sensical.