The Elf on the Shelf Official page has lots of things to colour and activities
19 Free Elf Props - This site has a cool superhero costume for your elf!
Pimp your Elf - Elf mail, Mini monopoly game and costumes!!
PARENTS Magazine has some nice pictures
Super Coloring - Elf on the shelf pages to print and color as well as pages from popular Fairy tales
Get Coloring - Has a few dozen images to colour of the Elf