Last night we set up the advent wreath and lit the first candle. Then we sang a couple of advent carols. This year Jonathan is interested in learning them, so I think we're going to have a nightly (or as-close-as-we-can-make-it) advent carol sing. It was a lovely and simple beginning.
If you're looking for thoughts or ideas on Advent, the Third Annual Advent Carnival (part of Carnivals of the Church Year) is up at A Ten O'Clock Scholar. It is well organized and I always find great ideas and reflections there, so I encourage you to take a look.