There are so many Advent activities out there for families to use with their children. Maybe you are looking to add to what you are already doing or maybe you're having trouble keeping up with a month's worth of activities. Either way, I think you will love this idea - It's a seven-day kit that includes an interactive nativity/readings (some kits sold on Amazon include an audio cd as well.).
Each day (for one week leading up to Christmas), you open one box which includes a piece of the nativity set. You also read the corresponding poem/Scripture for the day.
On the seventh day, your little ones will open the box to see themselves in a mirror - reminding them that God wants us - all of us!
If you already have some kind of piece-by-piece nativity set, it would be easy to make your own version of this kit.
Merry Christmas, everyone!