Lego, Lego and more Lego! Probably from the Creator/City/Technic ranges. Haven't managed to narrow my wishlist down yet! We are all Lego-crazy in the fuzzpig house - I've chosen a set for DH already and I'll be asking for a set for me too :o
The DCs will be 6 and 8 at Christmas.
The other toys will probably be a transformer for DS and a doll/outfit for DD (I've seen a really nice gymnastics doll outfit which she would love as she's started gym club this year).
Also they always get a couple of really lovely books (gift editions of chapter books normally - I've got the complete Narnia for DD), some DVDs and a family board game or six, if I don't get a handle on my Christmas Shopping addiction two.
I sometimes get some craft stuff to top them up (pens, paint, Hama bead supplies, collage bits etc) because we can't really justify 'just buying them' throughout the year IYSWIM, so I'll see if there's anything they need nearer the time.
We do the Christmas Eve jammies thing (thanks to reading it on MN!) so they'll both get onesies, and probably a festive jigsaw to do before bed.
Stockings - lego minifigure, top trumps set, character undies and socks, small cuddly (probably a Mario or Pokemon character), something sweet and if I can actually find any, a mini Wentworth jigsaw or similar.
My parents/grandma prefer giving money, so what we've started doing is using that for club fees (we home ed, so they do quite a lot of clubs) which everyone is happy with - and it does put a limit on 'stuff' entering the house.
Crikey, I'm supposed to be cutting back this year 