We used to put out pillow cases for him when I was a kid. I thought it worked well. DH insists on stockings because he says pillow cases aren't Christmassy. It never bothered me. Anyway, I don't like the tacky felt things which fall apart. They're not real stockings anyway so what difference does it make?
What do you use? Please don't suggest I start cross stitching my own stockings because it's not going to happen.