Stockings are filled by rule:
Something you want
Something you need
Something to eat and
Something to read
And then a load of small fun bits as well
Need is usually things like socks, knickers, toothbrush, hair bobbins etc. Nice versions of stationary needs for school (nice rubbers, new colours, good toppers, extra erasable pens maybe 1 in a cool colour etc).
Eat is fruit (red apple, green apple, orange, mandarin, banana and maybe a kiwi) and some sweets/chocolate. Some people put a box of cereal from a selection box to get the DCs to eat breakfast!
Always a book I think they'd like to read, usually also an Annual or Christmas edition of a favourite comic, and sometimes a more factual book as well. I believe in books!
And then lots of fun stuff.
I grew up in a house where we all got the contents of a fruit bowl each and 1lb box of sweets, a book, something useful and something fun - so I just kept that going (perhaps a little more extravagant as I only have 1 rather than 6 to fill!).
This year, I haven't started but most years I have bits and pieces picked up by now. I look in Tiger (their stock changes frequently so nice to wander through from time to time), museum gift shops, good stationary places, and have started scouring the net as well.