As well as lots of the items already mentioned I try to put in pants, socks and a t shirt to be worn on Christmas morning.
A comic also hoes in; for those thinking of the Beano, they currently have their Winter Special issue out at the moment in addition to the weekly comics which would make for a longer read on Christmas morning...
Currys/PCW have Sandisk memory sticks on offer with a free cinema ticket and apparently 6 months of free music streaming, starting at £9 for 32gb which would be nice for older kids - practical and great added bonuses. Plus although they are small, they are on a card pack so take up more space.
I'm going to get dc1 a survival bracelet from eBay - about £3-5, with several metres of survival cord, a compass, fire starter, screw driver, kindling stick etc within it. Probably ought to call it a wrist band as he wouldn't want to call it a bracelet 
Mine always have a cuddly poking out of the top of the stocking unwrapped. This year ds1 has Darwin from Gumball while ds2 has the Kinder plush fox having had several of the other kinder ones over the year - they come with some kinder chocolates and usually cost a fiver.
Satsumas have been replaced by an inboxed chocolate orange after a nasty encounter with ds1's Christmas satsuma lurking in the depths of a hidden corner of his bedroom the following spring!
They also are getting light sabre toothbrushes (£1 in Home Bargains) which are supposed to flash for the required brushing time, a 20p pack of tissues printed to look like £20 notes, a couple more weird bits and bobs from HB (they have some good unusual sweets), some Lego mixers or a small Wilko Lego equivalent set, and a tin of nice drawing pencils from Wilkos again for a couple of pounds - again something ds1 needs for school.