My kids have been Secret Santa-ed every night for the past week. A small gift bag was left on our front door handle with a note and small gift for each child. My kids have absolutely loved this. The gifts have included things like: two Pokemon or Webkins cards, a hot chocolate packet, stickers, party favor games, play jewelry, etc... I am amazed by the thoughtfulness of whomever is doing this. While the gifts/notes may not have cost much in the way of time or money, they are priceless to my children. Just goes to show you that the love put into the present is the true gift.
Hint: If you are not going to identify who you are, you may want to stick to prepackaged treats instead of homemade. Sad but true that you have to be careful of things like that nowadays.