My daughters are older now but at 3 loved the "my busy books" - they have had a new one each year since 2, my youngest will get a new one this year! They are books with 10 figures, playmat and book - around £6. They do all sorts of films and TV ones, i usually wrap with the corresponding dvd. Recent ones we've bought are trolls World tour, frozen 2.
Also how about starting a tradition, I get my girls a snowglobe each year which are displayed in their room.
Fleece blankets have always gone down well, for using in the buggy and nowadays cuddling up watching TV. Primark are our favourites- lots of choice. We've had disney, and various characters/animals over the years! They also double up as good blankets to play on in the garden or for taking on picnics to sit on.
My youngest has always loved dolls, elc used to do a lovely range called rosies world. Or the barbie Chelsea are a nice size and child dolls. Some people really like lottie dolls. Now my daughters into lol dolls (i wouldn't start that yet, they get expensive and their outfits are questionable...)
Fingerlings have provided lots of entertainment here, had them a few years and still get played with. Also twisty pets - its a bracelet that turns into an animal. Quite cute would make a nice stocking filler :)