Age has a big impact on this.
I have put in, over the years:
Lego bits (I used to buy a smallish set, and then give the relevant parts along with instruction day by day. If you choose wisely, you can get a good way through advent with them having no idea what they are actually making (only give the instructions bit by bit), which adds to the fun of it all.)
Hair bands/clips.
Mini nail varnish/nail stickers
Stationary items like bulldog clips, funky paper clips, occasionally novelty erasers (but you do end up with a pile of these!)
Obviously chocolate
Fuzzy felt sets, bit by bit.
I got mine a small wooden decorative tree one year, and they got the mini wooden decorations to hang on the tree each day in their advent calendar.
On weekend days (due to time needed) I have put in recipes for mince pies/Christmas biscuits to make later that day, or a picture of a craft activity to do.