I try to do a different advent activity every year so we're not doing the same thing back to back. We've done the Jesse tree (which I think I'll bring back for next Christmas - I love doing this!), a Christmas activity advent where the kids would pull off a number and each number had a different activity to do for that day (drink hot chocolate and watch Polar Express, go for a drive and see Christmas lights, pick your favorite Christmas CD to listen to, etc.)... Just different and fun activities. I found the activity we're going to use this year on Pinterest last year. Since we were doing the Jesse Tree last year I knew I wanted to do this advent activity this year. We're going to study the names of Jesus. Every day, one of the kids will pick an ornament, on the ornament is a name of Jesus. We'll read verses about that name of Jesus in family devotions and have some kind of activity to go with each name. I'm really excited about doing this with the kids and have them see how special Jesus is through 25 of His names that we'll be learning through advent.
This was a super easy and cheap activity to do as well. I bought the ornaments at the Dollar Tree, used a sharpie pen to write the names, and stuck them in a glass jar that I had. It cost me $3! Gotta love that, too! ;)