The Advent Wreath of course is an old favorite - we have one every year.
Another sweet tradition is for the children to do good deeds "to make a soft bed for the Baby Jesus." The manger in our creche is empty until Christmas morning - the kids write on tiny slips of paper any good deeds that they do, dedicate them to the Baby Jesus, and place them in the manger.
When I was little, we always had an Advent Calendar. My parents still have our old one.
My church has a Children's Sermon every week. The children are always given an Advent calendar at that time on the First Sunday in Advent.
I like your manger idea. We always built an Advent tree and had secret slips of paper with secret things to do for family members. When we had done our secret good deed for that day we could then put a star on the part of the tree with that date on it.