Christmas bedding? Matalan have their duvet and pillowcase sets in already (usually about £12 for a set) and they do fleece blankets for about £6. Every store seems to do similar now; Next are usually very reasonable as are Wilko.
Tickets to see someone like Little Mix? They did an few afternoon performances on their last tour, so much better than an evening concert for little ones. You could get them some face glitter or a t-shirt to go with it so that they have something to open. Or the CD.
Subscription to a magazine? National Geographic is good.
Something that consists of a basket of stuff? Like a massive craft basket filled with paper, card, envelopes, stickers, pens, lots of different colour pritt sticks, pastels, coloured googly eyes etc. Stuff that maybe is a bit more expensive/varied than what you would usually buy.
Play doh sets always used to go down a treat with my then 6yo, plus a rainbow set of small pots.
Some DVDs, together with a big bag of popcorn/haribo?
A basket of bath stuff? Amazon sell a huge range of fun things for the bath like bath fizzers in loads of different colours that dye the bath water but not your bath, coloured bath foam, bath crackles etc. Good brands for this are Alex Toys, Tinti, Color My Bath, Crazy Soap (but they sell white, pink and blue Crazy Soap in my local Tesco for cheaper - something like £2.50 each). You could bulk it out with bath towels, maybe some new PJs, flannels, sponges etc.