When our girls were in college they always got (and still do) lottery tickets. Christmas socks, nail polish and chapstick, new eyebrow tweezers, microwave popcorn.
Check the drug store...they always have neat little things.
Our problem was I made big stockings when they were little because they always got markers and crayons and bigger (cheap) items.
Now I have a hard time filling them. The good thing is the daughter's now gets filled for her whole family.
It's always fun to watch them open their stocking stuffers first.