Get her a nice wooden nativity set that she can play with. She's just the right age.
My son's godmother gives him a piece from the Kinderkram wooden nativity set every birthday, baptismal day, and Christmas. The first pieces were, of course, the Holy Family. My daughter (maybe 2yo) at the time carried baby Jesus with her everywhere, and it didn't take long for his painted white swaddling clothes to turn gray.
I've often noticed that children seem to have the most fun with things that are not intended as toys: suitcases, cardboard boxes, Mardi Gras beads, sticks, rocks, acorns, hammer & nails, dad's saw & wood, permanent markers (especially if something has just recently been painted outdoors--we got a nice smiley drawn on the pillar just outside our front door), empty Kleenex boxes (actually, full ones are more entertaining for a while), rubber bands (the big, fat ones), old spoons (for digging in dirt), wooden spoon/utensils, plastic or wire whisk (plastic is great for helping to agitate bubbles in the bath), styrofoam packing peanuts, and the hose extensions for the vacuum cleaner. This is my short list so far of items I intend to keep on hand as a grandparent LOL. I'm not sure how well these things would go over as Christmas gifts, but I can testify to how long these items divert a child's attention. Our children played with Mardi Gras beads for such long periods that I actually began to wonder if this wasn't a reason to worry.
If your daughter doesn't have a
stuffed dog, I'd highly recommend getting her one. No other stuffed animal has been so loved in our home as a stuffed dog that came in one of those silly purses. It's name is Puppers, and has been all over from restaurants, stores, the pool (yes, it goes swimming), the bath tub, grandma's, outdoors, bed, car, pantry, and many times over in the laundry.
Hot Wheels (yes, even for girls) is pretty popular here (the weirder they look the better). They're cheap, and if you lose one it's no big deal. A
sleeping bag is cool, too. She can use it for lounging on the livingroom floor during a movie, unzip it and use it as an extra blanket on the couch, in the car, or in bed, and if you go on a trip she can bring it as something familiar/comforting from home. Plastic
Little People (from FisherPrice) for the bath tub or pool (also,
My Little Pony is great for this purpose, too, as are a
plastic bucket with a couple
large paint brushes)--easy to disinfect with bleach water. A
kazoo makes for a great stocking stuffer (even our baby delighted in this as early as about 6mo). And another great gift that is cheap and makes for a lot of wonderful memories is a
disposable camera (or a real one, if you have a particularly mature child--I got an instant camera at age 4, and I became our official photographer on our family vacations).
HTH.