We do this every year now that the family has gotten older. I like hair thingies, I give the kids gift certificates to the local car wash - it snows here. Chocolate is a must. And for my stocking they always hit the LQS and search for new notions, sewing machine needles, funky buttons and threads. Chapstick and hand lotion is always a must - cold weather :)
Even our fur babies get a stocking!