"Elf on the Shelf" alternative - the "Wandering Wisemen." Move the Wisemen around the house as they search for Jesus. The kids have fun finding them all over the house. They Wisemen can face obstacles, maybe stop for food and drinks etc .
Felt-board nativity: "The kids love it and enjoy moving them all around. Baby Jesus has been held by everyone in the scene including the angels!" - I've seen the felt Christmas tree but LOVE the felt nativity wall.
Do your Awana clubbers build shoeboxes for Operation Christmas Child? What a fabulous experience for our kids and the recipients of the boxes. Here's a helpful list of 101 Operation Christmas Child Shoebox Ideas from Faithful Provisions.