My DDs (11 and 8) get...
Treaty foods they're not normally allowed / we don't normally buy - huge box of coco pops, bubble gum, this year their own stash of Oreos (DH doesn't like them, so we never but them, DDs always fight over them) plus chocolate galore.
Essential clothes items they need - vests, pants, socks, gloves, pjs etc...
Things they need for their hobbies. New leotards etc...
Some things for fun. New board game, DVD, CD, books etc...
Something they've asked for
And then any little bits I see that I think they'll want or need. Our DDs get huge sacks with mostly practical presents in and a few things just for fun. Their main gifts comes from us under the tree.