So fun! We did that in 2009 with our kids (2, 4, and 6) and I went with my family in 2000 before I met my husband! I LOVE Disney at Christmas :). We are going in July and I can't wait!
We are surprising our kids on Christmas morning with a cruise. We will fly out on January 4th, so it won't be exacly the same, but they have no idea either. We are giving them all new carry-on size suitcases. We are going to fill them with items they will need for the cruise, such as new swim suits, new flip flops, goggles, water proof camera's, sun tan lotion, etc. Once they look at all of that, we aren't 100% sure. I'm considering getting postcards from our ports so they can see the different places we are going, and then make sure we have it on video when we actually TELL them we are going on a cruise. That's my best idea so far.
Others on here have suggested things like a puzzle, a game hunting for clues, and a few other ones I think.