As a child, my family often had an advent calendar. I love this one from Land of Nod.
Or for those with more of a sweet tooth:
Also, from Land of Nod,the Twelve Days of Christmas Ornament set. I really like the idea of hanging one each night then choosing a different tradition to go along with the hanging of each ornamnet. Each night you could drink hot chocolate, sing some Christmas songs, read the Christmas story in the Bible, bake some cookies,watch a holiday movie, make holiday cards, decorate your tree or serve someone in need.
Don't worry if you haven't ordered these already. Order them with expedited shipping and just let the kids put a couple up one night. It is NEVER too late to start a tradition.