I LOVE the sidewalk chalk ideas. So many opportunities there.
Also, we used the Nativity rocks for Advent a few years ago. We gave the preschoolers stickers to put on the rocks. I know it was not so much art but it was great for the youngest disciples. It helped them retell the story in a fun way. We also had an activity where the kids placed rocks around the premises of the church for people to see.
Cathy Walz also noted this "Nativity rocks" idea over in our Treasures forum. Here's what she posted....
Reaching Out with Rocks?
Member Heidi Weber shares this great idea about spreading the Good News about Jesus to the community with Baby Jesus Rocks.
Church members paint a simple picture of baby Jesus on smooth rocks, add a Bible verse on the back, then scatter them about the community —on park benches and ATM machines and counters and other places—for people to find.
Cathy also noted this Treasure: a "Christingle" craft from Luanne Payne:
WHAT is a Christingle? 
It is a candle-lit celebration using symbolic objects (an orange, a red ribbon, dried fruits and sweets, and a lit candle) to point to Christ as the Light of the World. This would be a wonderful activity for families to do at home.
Luanne, our Resource guru, has put together a description of the activity along with Scriptures to read as you make the Christingle. I’m excited to try this at home!