Im thinking that most of the movies and stories show Santa bringing a stocking and one or 2 pressies under the tree so will do that too. Then the rest will be from us and relatives - I think it teaches them to say thank you and not be un-grateful, its easy for them to then ask 'why didnt Santa bring this or that, or I didnt want that' but if they know its from family etc. they will know to be polite.
Also solves issues of asking them what they would like for Christmas or what they think a sibling would like etc.