Google "Swedish Thumbprint Cookies" for a super easy delicious cookie. 3 ingredients plus jam!
At the cookie exchange in my neighborhood, everyone brings a wrapped ornament for an exchange game. This site has game rules.
http://creative-party-themes.com/orn...nge-party.html
I would probably suggest a range of cost for the ornaments. Otherwise people may end up taking a $15 or $20 ornament and getting one from the dollar store.