I totally agree with Shaun L.'s response. If she is a pleasant child and your children like her, I would befriend her and give her your time and attention. You don't state that your children don't like/don't want her around, so I'm assuming the issue is only bothering you. Also, are there any peers her age in the neighborhood? Close to her, that she can walk to their house and not have to have her parents drive her? If not, that probably is another reason she's always with your children; they're neighbors and right there for her to play with. Is she an only child? You leave out a lot of information that makes it hard to really answer your question. My daughter is an only child and there aren't any kids in the neighborhood for her to play with, so she has no one. Be thankful there are kids for your children to play with.
She is obviously looking for something, and if she has issues with making friends with her peers (like my daughter), then she'll love you for giving her the attention and letting her be friends with your children, and you'll have helped her learn how to navigate the tricky and treacherous waters of making and keeping friends.
The coming in/out of your house, though, I would address if it bothers you (and it would me; she shouldn't have that easy of an access). Just be nice but firm and tell her that she needs to call first before she comes over (so you'll know she's on her way and/or can let her know that now's not a good time) or that she needs to knock on the door/ring the doorbell, but she shouldn't just walk in.
When I grew up, we moved when I was 12 to a very, very small rural town, where I had lots and lots of issues with making friends with my peers/age group (I'd never had problems before, so it was hard for me). I barely had any friends my age, but lots and lots of friends who were older and younger than me; even a lot of adult friends. Kids can be friends with people of all ages; they don't just have to be friends with peers their age/in their age group. I found myself blessed with learning lots and lots of friendship/relationship skills because I had such a varied (age) group of friends.