Thank you, this post is lovely.
I love the "waiting" music we sing in church during Advent, songs like "O Come O Come Emmanuel."
At home we have Advent candles and a small Nativity scene... Every Sunday night in Advent one of the children does a short reading from an Advent prayer book I bought many years ago, and we light the candle(s). We also have "Advent treats" after the candle lighting -- little things to enjoy during the season, such as Christmas books (bought on sale the previous December 26th!). It's nice to read these books aloud after lighting the candles. I've been doing this since my 16-year-old was a toddler so we have quite a shelf full of Christmas books to enjoy at this point :).
A recent addition to our traditions is a daily Advent candle which is burned just long enough to erase that day's number from the candle. Mine came from Miles Kimball online.
We also mark St. Nicholas Day, the children line up their shoes in the hallway the evening of 12/5 and in the morning they find Christmas-wrapped chocolates inside. (A Santa from See's is always the favorite!)
I've heard of putting the shoes out on St. Nicholas Day. Isn't it December 6th?