If you don't have an heirloom, you can visit a "make-your-own" pottery store and create your own family keepsake. Glaze and decorate a menorah for your children to light or to give to a new couple just starting out. This piece of art will be cherished by all those who use it, to fill their life with light.
Another temporary but fun way to make a menorah is to gather nine apples, and then use a melon baller to scoop out a vertical hole deep and wide enough to anchor and support a taper candle inside. Line up the apples in a row, and you have a beautiful natural menorah centerpiece. Surround it with other seasonal fruits or vegetables and leaves as decoration.
Create your own Hanukkah cards.