The traditional thing to do for Advent is an Advent wreath. You can easily make one with a few greens--real or artificial and 4 candles. 3 of them should be purple (or dark blue) and one is pink. For Christmas Eve many people trade out the candles for white ones or add a white one in the center.
Another option is the Advent calendar where you count down the days by opening a window or a box or putting up a piece of the scene.
For the four weeks of Advent this year, I've made an Advent cross box. It is pretty simple to put together. You'll need a sheet of cardstock cut to 8.5 x 6. Score it every 2 inches in both directions (or just make firm folds if you don't have a scoring blade). You will have an extra 1/2 inch at the top.Cut one square off each side of the top and 2 from the bottom to form a cross shape. Each square will have a prayer for one of the Sundays of Advent and the week following. At the end you will have a cross ornament to hang on the tree as a reminder of the 'reason for the season'. You can decorate each square if you desire (I simply put a contrasting 1.5 inch square in the center of each 2" block.
For the prayers in my cross I used the traditional Advent collects from the Episcopal Book of Common Prayer (which you can find here: http://www.bcponline.org/), but there are many other options available for finding a prayer. A fun family activity would be to write your own prayer for each week.
The last thing to add is a 2' piece of ribbon attached to the 1/2 inch flap at the top. As shown in the first photo, it will wrap around the box and keep it closed when not in use. (if you want to, you can make a 'belly band from a 1" x 8.5" piece of paper to hold the box closed instead of the ribbon)
See you tomorrow--see what Adventure awaits.