Apart from the advent calendar (I had a chocolate for every day, some free printable colouring and activity sheets rolled up in the pockets some days, and notes about what we would do that day on others, and an occasional clue for a treasure hunt around the house to a small pocket money/stocking filler toy at the end).
I used to fill a shoebox with strips of different coloured paper and a roll of sellotape and kid-friendly scissors and leave that where DD could get at it herself when she wanted. We always started the paper chains together, but then she could pick it up and do a few more when she wanted, putting it back in the box so it didn't get crushed, and it slowly got longer until decorating day - this went in the hall. She often liked to do a few minutes when we got in after school/afterschool/work, and once coats were off/bags sorted and I was organising dinner, she would sit at the table and do it while chatting to me and then wander off when she was naturally finished.
We liked to check the "Santa Update" website, and Norad's Santa tracker, throughout December and particularly on Christmas Eve.
I would keep an eye on local places in December as houses got decorated and, when DD was young, bring her on a drive one evening after dinner and after dark, to see the nicest ones lit up (I have seen people suggest pop small DCs into PJs, give them a sippy cup of hot choc and pop into the car to make it magical and then straight to bed at home but I was never organised enough for that). As she got older, we had specific routes to go from school/afterschool club (not necessarily the normal ones) or going 1 way rather than the other to collect DH from his office, etc. to see the lights on a more regular basis.
We always go to see the "Live Crib" near my office. And I always organise taking a shopping trip with DD one afternoon (after creche/school) which I don't have anything to get, just what she wants for DH, DGPs, DCousins etc. And we always stop for a hot choc and a bun in a coffee shop to watch the shoppers, and then go down the shopping street after dark before going home to see the lights lit up there and enjoy the atmosphere.
Bake buns for local fire station and deliver them.
Make a special card for DGPs - hand or footprint pictures for smaller DCs, let them make their own colouring design or colour in a picture you've drawn or printed from internet once older.
Learn a Christmas joke for Dad coming home from work.
Play lots of music at home, and dance around the kitchen frequently.
Christmas picnic - put a rug on floor, with some fun snacks and a drink they'd enjoy (hot choc, squash, milk), and watch a Christmas movie or cartoon together some afternoon (can do this at weekends if you work).
Let them have a (child safe) decoration or 2 in their rooms - fabric tree on the door/hanging from wardrobe handle, snowglobe on a shelf, paper chain on the roof....
DD has always, as part of other shopping, bought a toy or something that she thinks someone else not so lucky as her, but her age, would like as a present - I get her to do the thinking and choosing, and give her the money to go and actually pay - and we then wrap and drop at a giving tree locally. Makes her think of others and also built her confidence at doing transactions and handling cash.
On Christmas Eve, we always got her involved in some way in the prep work - as a toddler, it was more about getting a pot from the drawer or getting out X number of potatoes from the basket for Daddy to peel; and helping to make Santa's cookies - at this stage, she makes the cookies entirely alone and we can get her to do almost anything (except making stuffing - I am not even allowed near that!! It's DH's family recipe!) to help.
Santa's cookies are always the same recipe - which are the kind that you slice the roll of dough to bake, not rolled out. (We do rolling for some, never Santa's). And the dough can be frozen, so I always make a batch in early December and freeze half, so we can slice and bake that if we don't have time/energy on Christmas Eve to make it from scratch. But it can stay frozen for another time if we start with flour, butter and eggs. …
Go on a wintery walk in a local woods, looking at what the animals are doing in winter and how the trees are different with no leaves. Gather some pine cones while there. Another day, use those cones to paint/glitter etc and make decorations for the tree.
And there are loads of HM decorations ideas around, using toilet rolls, paper plates, paper straws, etc.....(and lots of paint and glitter if you want!) if you look on the web.