How about little bottles of bubbles, stickers, balloons/water bombs , crayons/coloured pencils, post it pads/note pads, little glitter vials (thier parents will love you for that ), stamps and so on. The kind of stuff that encourages a bit of creativity. You can buy a packet of pencils or crayons and just divide them up and the bottles of bubbles are pretty cheap if you get them from a $2 shop (you can buy party packs of them).
What about little face masks.

ETA - Sarah's post just reminded me of a party we went to a while ago with a pinata and the kids had to fill thier own bags. When the pinata broke DH told Yasin to go and fill his bag. Yasin saw what was up and then came up with a really cunning idea. He ignored the scrounging on the floor and went straight to the snacks table and filled his bag with carrot and celery sticks ROFL. After he nearly tripped on a choclate bar on the way back to DH he put that in too.