Children are innocent. The way I understand it is all children are considered innocent and are sent to heaven regardless. Now, as to what age the person is no longer considered a child and innocent, I don't know. I would imagine it differs from child to child. If a child is, say, 15 years old and has been introduced to church and God and chooses not to believe in and accept God then I would think at that point the child is no longer considered innocent in God's eyes. If a 15 year old has never been introduced into a church or been told about God then I would see that as still being innocent. The same goes for if the child is not of the mentality to fully understand everything about God and the consequences that their decisions make.
So, newborns definitely go to heaven. They are of the most innocent. Baptised or not, heaven is where they will be should their life on earth come to an end.
Baptism should be done only when the child can fully understand the meaning behind it and truly accepts Christ. If they cannot understand it then they are still innocent. I'm not trying to say that babies shouldn't be christened and sprinkled with water if that is what the family wants and that is what their church/religion does, but I do not think it is necessary at all. If there are two babies that die, and one has been baptised and the other has not, God is not going to only take one of them up to Heaven.
Baptism should be left, in my opinion, to the ones who understand the meaning of it. It shouldn't be done because your parents want you to do it or because everyone else is doing it but only when a person is ready for it. Parents should raise their children in a manner that allows them to have a relationship with God early on by being a member of a church and teaching them about what happens when someone dies. Doing so will allow the child to get an early start on being able to make the decision on their own.
God put every one of us here in hopes we will one day make it to Heaven. We have been given the choice and we will have to make that decision before we die, but for the babies and innocent children out there, God already has a place waiting for them without question. An infant, and most young children, cannot understand the word of God. There are so many things they cannot understand from why they need to share their toys to why people die....that thinking they can understand God's word and all it means is not realistic. God knows this and made it this way.