A friend of mine has had a cookie exchange for the past two years. It is a lot of fun. She has us bring about 3 dozen of our chosen cookie. She supplies large ziploc bags or you can bring a cookie tin of your own. You then make your trip around the dining room table getting 2-3 of each kind until they are all gone. By the end of the night you have a bag full of a wide assortment of cookies.
She usually invites 15-20 people and then we play "Dirty Santa". That is a game where each person brings a wrapped gift of a certain pre-determined dollar amount. Numbers are drawn to determine who goes first. The first person chooses a gift and unwraps it. The second person can either choose an unwrapped gift or steal the first person's gift. If a gift is stolen, it can change hands no more than 3 times and then it becomes frozen and the permanent gift of whoever chose it last. When someone's gift is stolen, she can choose to pick an unwrapped gift or steal someone else's gift. We have a lot of fun playing this game because people often try to hide the gift they have chosen if it is something they would like to keep so it does not get stolen away from them.