I read this one in a magazine some years ago, and it's become a tradition in our family. Right after dinner on Christmas eve, the 'elves' bring each kid a brand new pair of Christmas pajamas.  This is so that all the Christmas morning pictures look Christmas-y and festive.   My brother-in-law comes up with new things every year-sometimes the pajamas are in the garage and we hear a car horn that alerts us, sometimes they're in a bedroom and the window is left open, etc.  The kids love to run outside to see if they can see the elves running off down the street-invariably, someone swears they see one!

As my niece and nephew have become teenagers and don't really wear pajamas, they now get a book instead-we've clarified it so that the elves bring EITHER pajamas or something else associated with bed, like a book.