The first year we had DD, I bought a copy of "Twas the Night Before Christmas", which was bedtime reading for 13 years on Christmas Eve. Over the years, we gathered lots of Christmas books (both small books like Mr Men, Thomas the Tank Engine etc, and bigger picture books, and a couple of anthologies of poems and stories) that came out for all of December - but TTNBC was always kept separately and came out with DD's stocking in the Christmas Eve Hamper (and new pjs etc) after we lit the Christmas Candle after dinner.
The other books are used all through December both for daytime reading and bedtime stories. I also keep a collection of festive themed DVDs (mix of movies and cartoons, some for small DCs and some are adult... like Die Hard) which we watch over the season as we have time. I normally keep the books and DVDs in storage with the decorations during the year (and some of the books have since been recycled through the family for younger DCousins - but some we are not letting go of!).
That first year, she also started to "help" make spiced Christmas cookies for her creche - we had small shaped cutters (I think from playdoh or similar - I used to wash them well before using for baking) that were ideal for small people, car, plane, star, mushroom, bird, ….- the first year, she could stir together flour, baking powder and spices before adding to the wet ingredients, stir eggs with a fork, and smush a small bit of the dough together in her hands that went no where near the oven - but as the years went on, her input increased and now, as a teen, she is a nice little baker going off to research ideas on the internet - the only problem is she still hasn't really learned how to clear up after herself!
I also used to give her an empty shoebox with strips of different coloured paper and some sellotape. When younger, we always did it together, but as she got older, it was something she could pick up and put down as she pleased, like when she got in from school for 10 minutes while I sorted food etc - to make paper chains to hang in the hall and her room. The shoebox also meant the half made chains could be contained, not cluttering up the place and not getting damaged, but be put away and taken out as we had time to do them over a few weeks.
DD's advent calendar is a fabric one DM made for her, with pockets to hold a chocolate shape daily. I used to often put either a note about an activity that day, or a free printable seasonal colouring or activity sheet (printed from the internet), or a 1st clue of a short treasure hunt around the house, in the pocket as well. Colouring and activity sheets could get more complicated as DD got older (themed shape and line drawing sheets up to story starters or word searches or maths puzzles...). The treasure hunt would involve maybe 2-5 clues around the house, sending DD charging up and down stairs working them out (again, getting more difficult as she got older) to find a small pocket money/stocking filler type toy at the end - I would only do maybe 2 of those per year.
I keep an eye out in the weeks coming up to Christmas on the houses which have nice lights. When DD was young, I would bring her out for a drive after dark some night to see them all (having devised a route with lots to see), and now she's older, she has favourites to drive by as we come home after dark from school so we don't always come the direct route home in December...
I know I've seen recommendations to do the drive with littlies in their pjs and having a hot chocolate in the car, but I don't know if we ever went that far - maybe the hot choc as DD got older.
In terms of food, it is a time for feasting. So things that you and your family like. We do "platter" on Christmas Eve, where lots of cold stuff is put on the table and everyone eats what they want - which has always included crispy fresh carrot sticks and pepper sticks, cherry tomatoes, crackers and breadsticks, and cheese - so lots of finger foods that DD liked when young and we all still like now. (The veggie sticks go in hummus now, but DD wasn't a fan of that as a smallie, only now as a teen). And choosing what she wanted meant she tried things like olives that way, and other things she now loves. We like roast turkey so have that on Christmas Day, but think about what you like and how long you want to cook it on the day (we all work together to prep ahead on 24th - peeling veg, making stuffing, DD making Santa's cookies etc).
Santa's cookies are different to the spiced ones for creche - they are a recipe that is made into a log of dough and just sliced and baked. I always make a batch and freeze half of it earlier in December - so I can slice and bake from frozen if we don't have time or energy to do it from scratch on the day.
A good few years ago now, we got a fleece blanket with Santa on the front, which comes out for Dec and goes away when the tree comes down. DD loves curling up in fluffy blankets anyway so it's nice to have a seasonal one and we have well got the wear out of it.
Another thing I did when she was a toddler, was got a 2nd plastic crockery set for her which was a Santa themed set. It was cheap enough, maybe €20 when you added up the big plate, small plate, bowl, mug and 3 glasses (all individual pieces), but got well used all year for a couple of years as the alternate set when the main 1 was already dirty - but while that original one has long since been dumped (some bits broke, some had no pattern left when she was finished so not really fit to pass on), the Christmas set is kept with the handful of (mismatched) festive mugs that I take out in early December and use for the season. We don't use them that much generally, but on occasion, and when there are visiting smallies, and for Santa's cookies and milk on 24th....as teen DD still puts out her stocking and it still gets filled because she has never said she didn't believe (but has told us what things would be good to put into it for a good few years now 
!).
Santa only ever brought what was in the stocking and anything beside it - presents under the tree are all from extended family, and have always included something from us (usually practical like clothes). Nowadays, he only brings a stocking. But he never wrapped anything, just left them in a pile beside the stocking (very occasionally he might have taken off the ties of something in a box to make it easier to open in the morning, and once he built a doll's house...he swore that was never happening again that night when he was delayed getting to other houses until 2 in the morning!! ).
Stockings have also always had:
At least 1 book, often a few
Sweets (a nice box of something special) and fruit (perfect apple, orange, clementine, banana and maybe something else - once it was a pineapple!).
Some useful bits and pieces - hair bobbins, nice crayons or pencils for school, art supplies, extra balls for sport, warm gloves….
And some fun stuff