A few months ago we found this book at the Christian store in our mall. I have incorporated it into our bedtime routine and while I don't think the kids understand much right now, it is also a way to make myself take a few minutes in my busy day to reflect on the true meaning of the season of Advent. It has scriptures, prayers, and stories for each day of Advent. There are also craft ideas. It is just one of many things I plan on doing together as a family in preparation for the coming of our Lord.
We have the Advent wreath set up on the dining room table but haven't found the candles yet.
We buy a new children's book each year and I let the kids pick which one they want me to read to them. This is what we have so far.