Growing up (and even now) my mom always gave us a bag of M&M's in our stocking. And as the size of the bag grew over the years she now has to just set them beside the stockings. LOL And we used to get little things like earrings, or small trinket type things. Sometimes she would wrap them just to have more to unwrap.
Bruce and I exchange stockings too. I usually get candy and if I can think of something small to put in there I will. Otherwise, just candy. One year I bought the package of the mini bottles of cologne and wrapped each one individually. One year he got me cute cat and dog pencils and neat ink pens. Just silly stuff like that.
This year he will be getting Almond Rocha candy and his main gift will be in his stocking - a gift card. Boring, but oh well.