For baby's stocking.
A few packets of Wipes, nappies, new bib, teething ring, weaning spoons, bowl, plate, sippy cup (even if too young to be weaned, she will be old enough soon) a toy or 2 (second hand fine) Baby bubble bath/shampoo. (Even if it later gets used on big kids/adults) clothing? Muslin cloths?
For our DC we do some of the following: Pants, socks, character t-shirt or pj's, something for the bathroom (bubble bath, character flannel, crazy soap, soap on a rope, bath crayons etc), books, chocolate Santa or similar, sweets, Christmas novelty/tree decoration. Something to keep them amused till we open the main presents (toy, craft set etc) something they need (eg: colouring pens, new lunchbox, bike lights, bedding etc)
For the boys advent calendar, how about splitting up a lego model, so he gets the instructions on day one then 1 or a few pieces each (in instruction order,) so the model is finished on the last day.