My kids never know what to ask for...we don't let them watch much TV, just recorded shows or DVD movies...so they don't see a lot of the commercials and know what's NEW, HOT or a must have item.
I understand that they want to ask for SOMETHING cool, so I collect all the catalogs and ads that come out this time of year and let them leaf through them (my mom used to do that for me with the old Sears Catalog). They cut out pictures of what they like and make a list for Santa that way.
I also fill it in with ideas like "movie tickets" to go to the movies with Grandpa, sewing supplies to learn to sew with Grandma, or a sleepover with the other Grandma to get some one on one time. They LOVE those ideas and always request time with their grandparents, instead of more stuff.
I also plant ideas in their heads about maybe taking a new class since the weather is crummy, so we start talking about what they want to do...if it's gymnastics, then maybe Santa brings a new leotard (and I sign them up for classes in January), swimming, a new suit or towel (and a class), you get the idea.
Finally, I also suggest summertime things like roller skates, soccer balls, or other items that they wanted but we didn't have (yet).
And for your cash register - GO GET THE ONE FROM LAKESHORE LEARNING (or Learning Express). It's so cool! It has it's own credit card, scanner and microphone. It's so much better than the regular old one. It even adds up and totals whatever you ring up. It's so awesome!!!
As for a train, we love our GeoTracks train set. It ONLY comes out for Christmas so that keeps it "special". We have remotes for the engines to go, stop and "choo choo". They have tons of sets you can buy so you can always add on more pieces. We went with the regular set - no Thomas the Train or characters as we knew they'd grow out of those. Our kids spend hours building and rebuilding the set on the living room floor. GeoTracks are gender neutral and have engines, cars, tracks, bridges, trees, signs, etc. It's a fabulous set and has worked flawlessly for our family for years and years. The kids especially love using the remote controls!