Aw. We did Elf for about three years while DS was a True Believer and not just hedging his bets. Elf made his entrance through the catflap, an open window and the last year we did it he made a terrible kerfuffle coming through the letter box.
I have to say the first year was EPIC and then I gradually ran out of puff. However, some ideas mrstrunchball:
Elf throws pants onto the Christmas tree
Elf and other cuddly toys find chocolates, eat them all and strew the wrappers everywhere.
Elf and toys have a snowball fight with cotton wool balls in the night.
Elf and toys make a HUGE MESS making toast in the middle of the night (grasping at straws mid December)
Elf hides in 'funny' places. DP's pants/sock drawer was a good one.
As it gets closer to Christmas Eve and he has to go home -
Elf makes Snow Angels in Talcum powder.
Elf sits in the fridge at night
Elf sits under the tree as you find him asleep with an empty glass/can of something.
Elf gets in the freezer 
. He is sad. He would like to go home now because you have looked after him really well, you've been good and his job is done.
Elf and DC sprinkle Reindeer food outside. Put the Magic Key/pies/carrots/pint of gin out. Everyone passes out. Except DP. DP goes out and shakes Santa's Reindeer bells underneath the windows whilst muttering 
.