My stocking fillers are usually cheap little bits and pieces:
Toys - balls, books, craft items.
Practical items - a bag, drinks bottle, hair clips, umbrella, bubble bath.
Sweet treats - chocolate Santa, tube of smarties etc
I buy presents throughout the year and get things on offer. I tend to go to places like Poundland, wilkinson, primark.
My children are 3 and 1, so I don't want to start a precedent of expensive stocking fillers.
They are also having an Xmas eve hamper which will be a new toothbrush, pjs, chocolate coins. These are things I would have put in their stocking anyway, so it's not extra spending.