I love stocking stuffers too. I collect all year long whenever I see a small something. The .99 cent store has kids toothbrushes the light up and blink for 60 seconds to keep your kids brushing. I like this store along with the Target $1 bins. Last year my son (4) got glow in the dark stars for the ceiling of his room. Cheap, small, and he loves them! My daughter (2) got hair clips. This year my daughter is getting the Hello Kitty fridge clips--for all her art work--from the $1 bins at Target. Kids are a bit young, but Daddy, G'ma and G'pa get scratch off lottery tickets! :) Oh!!! Last year, I got each of them Pop Rocks for their stocking. It was hysterical as they had never had them before. Soooo funny!
When I was growing up, we got a Lifesaver Book each year. The books with rolls of each flavor and all of us cousins would swap our favorite flavors.
You can always get them their own special ornament for the tree that they can hang after they open their stocking.