Mc Donalds Gift Certificates (usually come with a collectible ornament and I still have most of mine from when I was a kid). You can also register them on upromise to get money for your kids college fund.
Stickers, YoYo, Slinky, Video Game, Holiday Socks, Book, Earrings/Necklace/Bracelet, CD's, DVD's, Candy/Gum, Palm Pilot, Bath Gels, Nail Polish, Makeup, Perfume, Silly Putty, Play Dough, Stampers, Charm Links, Shrinky Dinks.......I have loads of ideas.
I wrap them and say they are leftover's Santa thought they should get for being extra good.