Easter was always about chocolate, chocolate bunnies, chocolate eggs etc. We would all give eachother a gift, bunny to/from mum, sister, dad, etc. I never brought into the whole santa, easter bunny or tooth fairy facade despite mum trying without blatently lying.. so its more of a people giving eachother gifts than gifts spontaneously appearing.
Some years, mum used to hide eggs in the kitchen cupboards so the dog wouldnt eat them. only problem was she used to forget where they were, so a few days later, we would find something that was missed when she would get some pots out.
These days, Mum and I have a tradition, or is it an expectation? For easter, the only thing I want is one of those red tulip chocolate chicks with 'smarties' inside ... and it has to be the pirate. If she cant find one she buys me japanese peanuts (because they look like small eggs) because I dont really eat chocolate.
I have a tendancy to make chocolate 'crackle' (melted chocolate and rice bubble) treats, whether it be using bunny or bear shaped muffin pans, or proper chocolate molds.
When I was in primary school, I had some chicken egg sized molds, which I made crackle eggs in for friends. I found they went down just as well (if not better) than store brought eggs, and they were cheap to boot!
I sometimes make egg and rabbit shaped cookies when my partner's nephews' parents declare a ban on chocolate. One such year was 2007 when I went a bit overboard making cookies:

This year we are seeing friends in Canberra for easter, so Im going to make decorated egg shaped sugar cookies. I think it will travel better than chocolate and I have a much better understanding of 'decorating' than I did in 2007, so they should look much prettier.
Im sure I will be making chocolate crackles for mum before I go away. She loves them, because its chocolate without being sickly.
Its a hard one deciding what you want the tradition to be. Personally I would keep it eddible, non-edible gifts start getting expensive as they get older. As for delivery its completely up to you. I guess the bigger question is how you want to tackle the whole Easter Bunny/Santa issue, devout easter bunny worship would be more of a chocolate egg situation rather than books or pjs because it keeps in line with that the tv teaches and never let them see what you are buying: kids put 2 and 2 together way too easily, even if it is a gift bag or wrapping paper.
I outed one of the parents (who was dressed as santa) during a pre primary christmas party because he had the wrong shoes on. The teachers were gob smacked and I got a crappy present... lol.