Too late for this year, unless you're a fast crafter and don't mind missing the first few days, but there's more than enough time to start planning for next year.
Cami at Full House and her kids made an advent calendar with homemade paper boxes, filled with treats, including wooden paintable nutcrackers and ornaments. I like the idea of larger boxes for such reusable and crafty gifts, rather than smaller boxes with candies; I noticed last week that our local craft shop has some inexpensive cutout wooden ornaments ready for decorating. We don't have much extra wallspace around here, but I could see affixing magnets to the back of each box and turning the front of the fridge into a giant advent calendar.
Alternately, if you have a large collection of Altoid and other such tins, you can try your hand at this advent calendar. If you don't consume a lot of mints, those round metal spice cannisters would probably work, with the tops painted, or old Christmas cards or other decorative papers cut to fit the covers, with or without ribbon hot-glued around the edges...
And Marilyn Scott-Walter's lovely website The Toymaker has a printable PDF advent calendar here and here, for those of you modern types with color printers. More of The Toymaker's Christmas projects here -- you could also make a nifty advent calendar with the Glad Tidings Boxes, Santa's Heart Boxes, Elf Balls, Angel Boxes, and/or Candy Cane Bags. (There's a Toymaker book, too, you know.)
In the meantime, we're sticking with our (very last) Advent candle, and the 3D calendar in the shape of a house I found on sale one year. But I think later this month we just might start making our very own calendar, probably following the Full Circle model, for next year.
UPDATED to add: I forgot Dawn's snazzy "Tags of Comfort & Joy" wreath advent calendar!