Our Elf appears and the kids notice because the box that she lives in along with her book appears on the bookcase. I have two kids who know she isn't 'real', the 3rd suspects but hasn't said outright she knows, and the 4th still believes. But all four kids love to see what shenanigans the Elf gets up to each night so we'll likely keep doing it even once the littlest knows the truth. (Honestly, I think I sometimes have more fun with it than they do.
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Our elf used to bring advent calendars and little treats every day but I got tired of doing a daily treat so now she brings the kids an 'activity advent calendar' and she'll be found doing something related to that day's activity. How I do this is simple. I found a gift box shaped like a mailbox and the elf leaves a note in it for the kids with that day's activity. The kids love to find her first and see if they can guess the activity before they read the note. Examples of what I mean: If we're going to go take a drive through town to check out the Christmas lights/displays, the elf will be found on the bookshelf 'driving' the girls' doll car past the Christmas houses that I've stuck little sticker jewels to (they look like Christmas lights but come off without damaging the paint). If we're going to make Christmas cookies, the elf will be found sitting in a mixing bowl on the counter with the rolling pin, cookie recipe, and cookie cutters set next to it. I like doing this because it's less shopping for me and more 'doing' for the kids. We're big on giving 'experiences' vs. 'things' so this works right along that line of thought. To help me stay sane, I write up a list of activities, jot down ideas for what the Elf will be doing as the hint' for each one (pinterest helps alot) and tuck it in my Elf on the Shelf storage bin so when it's time for her to come visit again, the list is already there. I usually try to do this around Thanksgiving if I haven't done it before then and our Elf appears anytime after Turkey Day is done. (She's come as early as Black Friday and as late as December 2nd. She told the kids she 'missed her flight' but really Mom forgot what day it was...
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The other thing we're going to do this year that we just started last year is make the Elf her own little house. The kids did this for the first time last year and it turned out so cute. They used cardboard and hot glue to make the house, walls, floors, stairs, and furniture and decorated it with construction paper, paint, and crayons. They kept adding to it too and by the end of the week, our elf had a 2 story, 2 bedroom/1 bath, fully furnished house complete with an outdoor sauna, swimming pool, and hot tub. (If Santa pays that well, maybe I should become an Elf on the Shelf, eh?
) They loved seeing what the Elf added to it too. Our elf has her own Christmas tree that appears the day we go cut our Christmas tree and set it up so they were thrilled to see that appear in the Elf House living room. She also has a paper fireplace and a few presents so those showed up one day too. She stuck a self-portrait on the mantle, chopped 'wood' (cardboard) for the fire another day, decorated her tree, and hung curtains too. The kids loved it all, even my big kids who know it's Mom and Dad doing all this stuff.
[Note-if you do the Elf House thing, a tip is alot of Barbie furniture/accessories are also Elf sized. Our Elf has 'borrowed' the Barbie doll bed a few times over the years when she needs a good snooze and last year, she snitched some of their cookies, pajamas, and chairs.]
. My kids absolutely love this each year but my god it’s hard work! 
