You don't really need the book set to start this tradition. I read about it online 3 years ago and our elves now come every year. All we started with was a letter from Santa, telling us they were coming. It said that the children won a contest and the elves were coming to learn more about children since there aren't any at the North pole. The next week, the elves were in the fireplace. We constructed a passport, but it got to be too much trouble to keep up with, so we dropped that. Each night they go to sleep with the kids, but in the morning they are found somewhere else, sometimes in the middle of playful hijinks.
I read about it on Magical holiday home... but we've even gone so far as to make facebook pages for our elves to communicate with Santa. They often leave notes on our big whiteboard for the kids...sometimes Clean up your room, I tripped in there! and sometimes, today is a good day for Christmas carols, sing loud!
One of our elves is a peeker and unwrapped a gift that was under the tree. They even stole the car one night and came home with happy meals which gave them tummy aches.
It's really kept our season magical.