I get out the advent calendar that DM sewed for DD just before 1st Dec, and also get out her Christmas fleece blanket, Christmas duvet set, Christmas stories and DVDs, and a mug each. (I may or may not have a reasonable collection of Christmas mugs - most though are kept until the tree goes up or DH would explode!! 
!!). (DD's sheet set does get a wash (or 2 if needed) in the middle of the month, wash in the morning, tumble dried later, and going back on the bed that day).
We generally put the tree up more in the middle of the month, and then DH will allow the house to be transformed a bit. I also have some hand towels and teatowels for the kitchen and downstairs bathroom, but I keep those until the days right around Christmas.
On Christmas Eve, the youngest in the house (DD) lights the Christmas Eve candle, an Irish tradition to light a red candle and put it in the window to show any weary travelers that there is room in our inn. We put ours on the mantelpiece rather than in the window. But, as my family did growing up, we take the time to remember the good and bad things about the year just gone and to remember family who have died, before saying a family prayer.
Then DD gets out the Christmas Eve box - new pjs, bath bomb, hot chocolate, and some old favourites - her stocking, a Santa plastic plate and glass, "Twas the night before Christmas". She lays out her stocking and puts the cookies she baked earlier (from scratch if we have time, but just "slice and bake" from the freezer if not) , milk and carrot out for Santa and the Reindeer. Then she has her bath, into new PJs, has a hot choc and snuggles into bed with DH or I reading the story.
We have Christmas stories most evenings at bedtime in December, even now though she doesn't have bedtime stories most of the year anymore (not that long since we managed to change that).
She has a lego advent calendar - and loves making up the bits every day. She also gets a small choc treat in her fabric one, but that's about it nowadays. Before she got into the lego and when she was small, I put free printable colouring sheets and puzzles, the odd small (pocket money, or lego mini-figure) toy, a note about something we'd do that day, or a note leading to a treasure hunt through the house to find the day's chocolate (or treat) - the treasure hunts were much loved!
I also liked to give DD a shoebox filled with paper strips in different colours and sellotape. It meant she could make paper chains for the hall ceiling, picking it up and doing a few minutes when she wanted (or I could point her towards it when she announced "I'm bored"[frgrin]) - it also could be safely stored from getting crushed while a work in progress in the box. And she'd generally have a long enough chain when it came to decorating the house.
DD opens her stocking and anything Santa has brought her in the morning. But we open the presents under the tree later, after we've been to mass and any other visits - so once we're home for the rest of the day and can relax!!