My DK's liked special little candies, like finding a chocolate Santa or small container of Christmas M&M's. Sometimes our 'elf' left craft supplies, like Christmas colored pipe cleaners (chenille stems?), construction paper and (shudder*) glitter.
But just about any little treat will do -- Christmas music CD, hair barrettes, Christmas socks, lip balm. I LOVE jackfrosty's idea to check yard sales, and will definitely check Terry's Villiage!