One of the "weird" things we do...We bought baby bibs and pacifiers and decorated them w/ fabric paint, putting our letters and the person's name on them.
Then we ask our lils to put them on (usually in one of our parties) and we take a picture of them w/ their bigs...and later when the pic comes out we put it in a decorated picture frame and give it to them as a present, along with the usual stuff like candy, scrap books,keychains, etc...
We also do the candy/cookie jar thing...Basically it's up to the Big herself to be as creative as she can be!