we do the advent wreath, and an advent calendar; I would love to get one like yours, that has a box to put the gifties in. But we just open the windows on a paper one. That's the early morning tradition. We light the wreath and say dinner prayers at dinner time.
My DD loves to make a bed for baby jesus with "straw" (some of which is strips of orange, brown, yellow construction paper.) I stuff it in a jar and if she does a good deed, or anyone catches someone else in the house doing a good deed, it gets placed in the manger. She always selects one doll baby to be honored, and she believes that on Xmas, Santa dresses up the doll baby (gold paper halo, bright colored silkies for swaddling clothes)... She doesn't get a letter from Santa, but the Christ child writes her a note, which is left in his Moses basket with the doll all prettied up. some people find that this activity gets messy and crazy with a houseful of kids, but delia really sees it as getting ready for the birthday party. and it's motivation to be helpful and focused as the season's craziness descends.
St. Nick comes on his day to give her some gifts to help prepare her--maybe a CD of Xmas music, etc. We make St. Nick shaped cookies on that day
Starting 9 days before the big day, we start moving Mary and Joseph to the stable. The shepherds are on a shelf above the table where the stable waits (the hills watching over their flocks). The other animals (we have a cow and some geese, hens, etc. wait in the stable. The tiny Jesus figure is also added to that manger in the morning. Then the Wise men begin their journey, which ends on Epiphany...
I'm probably forgetting something; I'm really a little nuts!
Have fun with this time of anticipation...I'm hoping that when she outgrows Santa, the religious stuff will still be meaningful and fun to her. She loves eating dinner in the dark! (the first week of Advent, with only one candle lit in the kitchen, we can't eat messy food!)
Maybe there's a 12-step program for this...