Experiences ... the hard part is so many activities happen before Christmas so you have to look carefully for stuff that occurs after Christmas. I truly wish there was more going on between Christmas and New Years. That way they could unwrap something on Christmas day and go to the activity immediately.
The good news is you're in an area with better weather so your plans might not be hampered at the last minute.
Memberships to the children's museum, zoo
Tickets: theater, plays, concerts
Trips: beach, skiing, explore a new town
I agree with yard toys even though you said no toys. The challenge is "wrapping" a large purchase without the kids feeling like they didn't find anything under the tree. I think last year I did a post on creative ways to fill that space under the tree and make the unwrapping of only a few items really fun. I'll see if I can locate it.