Whether caches are themed or not, we like to leave themed swag. If it's in the woods it is mosquito wipes, if it's in a muddy area we will leave mini hand sanitizers, if it is near thorns and raspberry bushes we leave neon bandaids, if hiking is invloved we leave survival kits that come with flint/compass, if near water we leave water toys, floatable containers for keys etc. Railroad tracks, it's a train whistle, blike paths we leave tire repair kits. It keeps the caching fun for the kids as they love choosing what to leave as much as what to take. Other items we have left:
Key chain compasses
Dice (mini dice are great for micros)
Glo sticks/cubes/jewellery
Kids jacks games or string games for jumping
Survivor whistles
Stuffed animals/dinosaurs/trucks
Girls costume jewellery/hair accessories
All of our swag comes from the dollar store and most everything we leave behind is in it's own package. The key is to think of what you would like to find or what your kids would like to find. I have seen them disappointed many times when I have them hyped that the next cache is a large container only to open it up and find broken/well used swag. Keeping it themed keeps it fun and makes dollar store shopping a whole new experience!