My parents' used a pillow slip for me, & one Xmas when I was about 8, my parents' placed a beautiful little Siamese Kitten, & I awoke to his cries! Best Xmas present, ever!
No, we don't. I don't see the point in stuffing a stocking. My husband and I will get each other only one or two gifts - trying to stuff them into a stocking wouldn't always work.