I am just going to paste in my list from my pc of ideas I've gathered over the years - some suitable for all ages, others best for smaller or older DCs but I use it as an inspiration for a few activity days.
I also print a lot of free printable Christmassy or wintery pictures from the net for DD to colour in, there are loads of different ones out there between characters, religious, Santa, snowmen, nature.....you name it!! And you can get things like puzzles, mazes, crosswords etc for older DCs, not just colouring picture. (And even some stories!!).
Some days, I leave a clue in the day's pocket in DD's advent calendar, the start of a treasure hunt around the house to find today's thing. Which might be something small but too big for the pocket, or just a reason to burn off energy!! I usually limit it to 5 clues.
Lidl and Aldi, and M&S too now, have net bags of festive chocolate shapes that work very well in the pockets so I don't have to spend loads on treats. As long as DD doesn't find the stash and go through them (leaving me with not enough for the last week and having to buy the VERY EXPENSIVE chocolate nutcracker soldiers from the posh deli because everything else is sold out!!).
So those are my main ideas. Apologies for the length of the following post - but that is just a copy and paste job with no edits.... some you may enjoy, others think are just bleurgh, I don't do them all, but thought it was useful to save them one year to have ideas!! 