Growing up, there was always an apple, orange, tangerine, a handful of nuts and a candy cane in the stocking. Most years we had a mini box of raisins too. Then mom and grandma would add in a coloring book, a couple of small toys, or something random like ChapStick or a mini hand lotion. My almost 2 year old is getting a mini "rain stick" toy, bubbles, a comb, and some bath squirters in his stocking.
For a nine-year-old boy, I would probably do a couple matchbox cars, or one of those mini RC cars that recharges on the base. HexBugs are a lot of fun. A CD, some candy, maybe a lip balm, hat or gloves. A bottle of cologne, body spray, or nice deodorant (Bonus! You get to pick a scent that doesn't make you cringe). We always liked those silly mini-puzzles. Either the metal links you have to un-hook or the kind where you have to sink little ball bearings into holes.
Someone else mentioned decks of cards. I remember my cousins getting some small magic tricks or pranks a couple of times. Whoopee cushions at Christmas can be fun or mortifying depending on the family.
A card game like UNO or Fluxx would be nice.
When my cousins and I got to be teenagers, my mom and uncle would tease us about putting condoms in the stockings (they never did, thank goodness!).