We have all done the Advent calendars with good intentions and then somehow the chocolate all gets eaten before Christmas. Here are a few others ways that I have seen to walk through the Advent season as a family.
The Giving Manger encourages acts of kindness because of God's love for us (I love this mindset instead of Elf on the Shelf!)
A Jesse Tree is a way to tell the story of the Bible from creation to the Christmas story. There is a short Bible story or passage of scripture every day of Advent with a corresponding ornament. Some people use a separate miniature Christmas tree for this but you don’t have to! Some people buy a set, and some people print out a paper ornament that the kids can color (and how cute is this sticker version for toddlers??). There is an official book with all the readings, but a FREE resource that has both the readings and the printable ornaments is this Jesse Tree Guide from The Gospel Centered Family.
I also remembered that Shepherd on the Search is a bit of a twist on Elf on the Shelf: every day you hide the shepherd in a new location for your kids to find. Ideally, he starts out very far away from your nativity scene and travels closer and closer to baby Jesus as Christmas day approaches. This comes with a book that the plush shepherd and nativity display box really bring to life!
Oh and one more resource (it's a little pricey but gosh it's beautiful and super hands-on) is these Advent Blocks. Worth checking out!
Pro tip: don't do all of these at once, haha :)