Well, in Arlington Texas the climate is fairly mild in the Winter so I might buy the smaller girl her first bike with training wheels and accessories such as helmet, elbow pads, etc.... Maybe the beginner skates along with protective gear. I think there are tons of things for indoors too. We bought a Little Tykes Kangaroo Climber for indoors, in a 12'X12' room, and the 3 year old loved it. It was the best gift ever.
Anything that can help a child stay mentally and physically active is a go in my book. We also bought one of those devices where you snap books into a groove and the kids interact with it and learn stuff was good too but the 3 year old didn't get into it until a few months later. He just didn't "get" that he needed to listen to the voice and follow directions. We have every book they made and he will sit and read/play with them for a long time now.
For the 9 year old, it's hard to say because you don't tell anything about her personality. Active, sedentary/bookish, etc...I think it depends on what she wants. She is old enough to be past the point of wanting useless stuff and should be able to make up her own wish list.
My BF in Branson buys the stuff she thinks her kids should like and is very disappointed every holiday when they just look at their stuff and months later she ends up giving it away. I am not saying they just get up and walk away, they show thankfulness and everything, they have good manners but they eventually never use it or wear it.
If you are really just trying to get ideas then:
A larger bike, new inline skates, sports equipment, skateboard, new bedroom decorations, a shopping spree with mom at her favorite mall, there are so many ways to go.
I hope I sparked your imagination and you'll find just what they want.