Dora and Diego would work well together, now that Diego items are gaining popularity.
Since it is in December you could to a North Pole Theme and have Santa and Mrs. Claus items - or just santa and elves for kids...regardless of boy or girl
Or you could do Snow families and the kids could make a snowkid to look like them...there are several easy craft projects to make snow men.
Shrek would work - since Fiona turns into an ogre at the end, all the kids could get ogre goodies, paired with either knight helmets or princess tiaras depending.
Thomas the Train would work, there is a girl engine named Lady, she is featured in the movie Thomas and the Magic Railroad.
That is all I can think of off the top of my head. I am sure what ever you do the kids will love it!
And - even as they get older - why not do combined parties for a while...unless you are going to only invite boys to your sons and girls to your daughters....my kids parties always end up being mixed gender for goodies anyway. As long as you can ride the train of one party and keep the costs down....go for it!