Stocking are, and always have been, a big deal in my family. We actually have hand made Mittens now that my mom made a few years before she dies in 2007 for the entire family of about 25 of us...none of the rest of us knits and we have many new additions (babies and marriages) in the last 3 years, so I need to find someone who can copy it for me. They are all personalized beyond the knitted mitten (think huge over sized mitten like a stocking would hang)...they have buttons and appliqués on them specific to each person (I am a reader and work with children so mine reflect that...my hubby raced cars and enjoys motor sports so he has a checkered flag, etc..a brother is a photographer and another a fisherman and another a hunter..etc)
But as a kid we had these things
* apple or orange we favored in the bottom
* socks..always socks (practical or very very silly!)
* some mini candy canes (I recently got a big container of the Bobs brand..my fave as I am picky about them...at Sam's club...280 canes for $8.00) and Little chocolates mingled in
* Pj's (a nightie for me rolled up small and a set for the brothers rolled in there worked too...or slippers....
* some sort of small toys, book or such things as we got older.
As adults Mom did things like lotions and soaps for the ladies, socks/slipper socks, the candies and fruit, lottery scratch offs (great as I never buy them otherwise and fun to do and see who won!)...then she would make us things like scarfs and hats and mittens....
For my daughter I do similar but she is 16 now, so it includes music CD's and Art supplies (she is an Artist and goes to an arts high school)...growing up we always did crayons and color pencils and markers, etc for her too..hair prettys, etc.
I am rambling here, but I love the stockings and could spend a fortune just there!
For your age kids, and if looking for symmetry..I would go for the socks, candies and fruit route..maybe even a card type game for each? There are lots of such games for adults as well as kids that fit in stocking (PIT is fun..we play at family gatherings... for the little one some sort of matching game etc)..and see if your stocking can support a pair of PJ pants each (roll them)...then something specific for each....all depends on what you want to spend? Then maybe a gift card for each of them to differnt places that interest them? Even a 4 year old would love some Target dollars to spend how they want (even $10 would get alot of stuff in the dollar spot section!)
Ok enough rambling from me..sorry for that! LOL