Our DD will be 2 in March- we got her a puzzle, shoes and a miniature pillow pet that projects stars. All three items were specifically chosen for her- because of how much she adores puzzles (we do them more than we read now!), shoes are her favorite clothes (she would only wear shoes if we let her!!) and the pillow pet because she loves cuddles & the ceiling projector is a favorite when waking up in the mornings.
We are telling her the gifts are from her Bubba, and he will give them to her at the hospital. I think we spent $30? She also has a big sister outfit to wear for the day she meets him.
I don't think it matters what you get the children, as long as it means something to them! Good luck!