We do that too....Did you know that I love Christmas time?
Late in the night when Santa comes, I run outside and drop some candy where Santa's Sleigh parks. I also make hoof prints in the grass. My son runs outside, still, and checks to see if Santa dropped any candy from his Sleigh. This is usually about 5am.
I try to be as creative as possible and I can't forget about the Elf on the Shelf. He moves around the house and is always in different spots looking for good behavior.
We put out celery and carrots for the reindeer. We leave cookies and milk for Santa. I even take a dump in the downstairs bathroom and leave it so the kids think that Santa ate the cookies and then had to go poop!!!!....and he forgot to flush!!!! It makes the experience more "real" for them. It's a magical time of year.