As much as I dismiss Hallowe'en as a kids holiday and don't get into the spirit of Thanksgiving, I do love Christmas.
Growing up we had a tradition that starting December 1st we would receive a little gift everyday until Christmas. Once I had kids I decided to continue the tradition. I had assumed that the gifts were from Santa as we got them in our stockings, but traditionally I guess they are from the parents. At this point my kids also believe that the gifts are from Santa (or actually his elves, who are checking in on Santa's behalf).
Traditionally the first gift I give is a Christmas calendar. My parents give the chocolate one so I just do a regular paper one. That was yesterday's gift. Tomorrow's gift will be a little Cars book for my son and Christmas puzzles for my daughters. I try as much as possible to get little things from the Target $1 section or holiday crafts from Michael's or packs of things at Marshalls that I can split up. For my son I managed to stay under $1 a day. The girls will end up being a little more and I still have 10 days worth of gifts to get for them. I try not to get candy but should be able to pick a few more things before the big day.