There are so many it's hard to start (what do you have planned? Then try something different).
Have a pajama night with stories and a local musician playing soft music (can be a parent, high school student, etc.). Check with local libraries, as thy often have these kind of activities.
Make your own playdough night. Have participants bring reused storage containers (or provide ziploc bags, but not as eco-friendly). Make playdough (many different recipes on the Web). This involves math, fine and gross motor, following verbal cues, etc. And then there's the playing with the clay.
I'm big on clear contact paper and tissue paper to make "stain glass". you can make placemats, window designs, etc. Used colored tissue to match a theme (color of fall leaves). Older children can cut or tear the paper, younger children will need it prepared. Remind parents that there is no "right" way to create art.
Hand casts - good holiday present too. People bring a pie tin or something. Fill with play sand. Child makes hand impression. Fill with plaster - "Faster plaster" will set up quickly - better than regular plaster of paris.