We have started getting kids nice crosses for their sacraments. By a nice cross, I don't mean one that's sort of "babyish", with little lambs or something. I mean one that would be something they could take with them to their own home when they are an adult.
When our godson was Baptized, we got him a beautiful pewter Celtic cross (they are Irish).
Another good idea is to get them a statue and info about the saints name they are taking for Confirmation. My godmother did that for me when I was Confirmed...I took the name Theresa, so she got me a St.Theresa statue, medal and a book about her life.