We can gather from Attack of the Clones that Padme wanted kids:
PADMÉ: Popular rule is not democracy, Ani. It gives the people what they want, not what they need. And, truthfully, I was relieved when my two terms were up. So were my parents. They worried about me during the blockade and couldn't wait for it all to be over. Actually, I was hoping to have a family by now... My sisters have the most amazing, wonderful kids... So when the Queen asked me to serve as Senator, I couldn't refuse her.
And from Revenge of the Sith, Anakin appears supportive of the pregnancy--even though it could get him kicked out of the Order--but doesn't go into whether or not he wanted it before:
PADME: Anakin, this baby will change our lives. I doubt the Queen will continue to allow me to serve in the Senate, and if the Council discovers you are the father, you will be expelled from the Jedi Order.
ANAKIN: I know ….
ANAKIN: He's been a father to me, but he's still on the Council. Don't tell [Obi-wan] anything!
PADME: I won't, Anakin.
ANAKIN: I don't need his help . . . Our baby is a blessing, not a problem.
ANAKIN: I won't be a pawn in your political game. The Jedi are my family.
We also know that he has familial issues since his mom was killed, but that extent is never explained in the films.
Is there anything that talks about Anakin's desire to have a family before the events of ROTS?