My family has no recent immigrants or ethnic traditions. We do have the tradition I'll call the "overstuffed stocking". I'm not sure how it began, but Christmas stockings in my family are stuffed way over the top in many ways.
We like to make emptying the stockings an adventure for all. One requirement is something round for the toe - an apple, an orange, even a ball. Candy is a must ..but it should be a favorite candy of the stocking owner. Another piece of fruit or two. Maybe gum, mints, or even a small can of cashews. Then the stuff - anything from a pair of sox [yes - sox in the sock] to gloves, small tools, kitchen utensils, makeup, funny bandaids, toothpaste, a small game or puzzle, jewelry or a nice tie, depending on the recipient. Sometimes a very special gift, if small enough, is in the stocking. Whatever and wherever imagination leads you. Also the stocking must be very full, preferably with items peaking out, or even balanced on top.
Now over a period of several years, my Mom made quite large stockings from quilt fabric for each member of her family - as a new baby came along, a Christmas stocking soon followed. They had our names on them and were all the same size, somewhat limiting the contents.
When enough of us were together during the years our children were young adults and there were no very small people around, we made a Christmas Eve foray to the nearest Wal-Mart. We drew names to fill the stockings, and then dodged each other from aisle to aisle while we gathered the various goodies. Then just before the adult bedtime, the stockings mysteriously disappeared and reappeared filled with Santa goodies - of course it was still supposed to be a secret about who filled whose stocking, so there was lot of sneaking around behind closed doors and dashing through hallways. I remember some squealing and giggling, too.
Sometimes one of the stocking-fillers would go overboard and buy way more than the stocking would hold, so sometimes ribbons were tied to gifts on the floor, or the stocking had to be placed on the floor with its spillover. Here's a picture of one of the more interesting ways one family member coped - apparently someone needed a new laundry basket and it wouldn't fit... The stockings are hanging from the metal firescreen - they were too heavy for the mantel!