I was on the committee of our local preschool/toddler groups/baby group last year. We are in Scotland too and also registered with SPPA. Do you get Council funding for preschool places? For other fundraising ideas, there are some great ones already listed here that we also did ie easyfundraising.com, yellow moon. We also registered with NameItLabels (a company that does name labels etc online - they give commission to registered playgroups/schools etc). Also lots of home shopping companies will do parties for you where they will donate the commission to your playgroup (i.e. Jamie Oliver etc), though you may have to be a registered charity for that to work.
We hold open days/evenings at the start of each session that we advertise in the local press. Are there any free local papers where you are? We have a great free weekly paper here that is distributed to all local households and we advertise there but we also got them to do an article on us for nothing which was great free advertising - you may find a local paper is delighted to do a wee article on you to fill a few column inches, especially if you have an event coming up that you could advertise and also especially if you have a photo of a few cute smiling kiddies to put alongside the article!! Call the local papers whenever you have anything going on that might be a photo opportunity and ask if they'd like to come down and take a photo for the paper - any time they do, it is free press for you.
We hold our own Christmas and Easter Fairs in the local church hall and they are the big money spinners for us, especially the Christmas Fair. Do you have any regular events like that?
You could also register with RagABag or Bags2School - both are companies that collect bags of old clothes/linen etc that the parents donate and they pay you based on the weight of the donations. We raise a few hundred pounds from this twice a year.
The suggestion of the local community grants is a great one - we have got a few in the last few years that have helped us loads including 1000 pounds from a local windfarm grant this year. Sometimes you have to apply for the funding for a specific purpose i.e. to buy a specific piece of equipment etc. There is a grant available at the moment related to the 2014 Commonwealth Games in Glasgow that we have applied for that is partly specifically aimed at getting under 5s to be more physically active, so you could apply for it to buy sports equipment for your preschool for example - this link will give you more info:
www.biglotteryfund.org.uk/prog_2014_communities
If you google "community fundraising grants" or similar you'll probably find some more opportunities too.
Hope some of this helps!