In our house, stockings always had a large orange, a large apple, chocolate bars, the Lifesaver 'Story Books' that had 10 different rolls of lifesavers, and in my case, paperback books. There were always scratch and win lottery tickets, too.
Now, we've expanded a bit. I get individual bags of nuts from Costco (peanuts, almonds, cashews) and put those in. We often put in smaller jars of pickles and olives, too. Ju jubes, licorice, pretzels, that kind of thing.