We do the pickle in the tree too. Ours is actually a glass pickle ornament. And I always buy the kids a new ornament every year too - so they'll have a complete set when they leave home. I also bought them new jammies and left them in front of the fireplace on the morning of the 24th so they could wear them that night. I always took their photo in the new matching jammies in front of the tv! I LOVED doing that.
When they get older they don't wear cute stuff to bed. mostly just boxers and ts, though Ash does have some silk pjs that she loves. It is definitely more fun when the kids are little.