Picture: Two Hearts Design
Today is a holy day of obligation. The immaculate conception is not about Mary being pregnant with Jesus; it is about Mary being given grace by God because she was to become the mother of Jesus one day. Mary was created without sin not of her own accord, but by the grace of God because she is the holy vessel of the Savior.
There are some great activities for this day at By Sun and Candlelight.
Motherly Loving has a great post with background, prayer, food, and activities.
OSV has put together a great booklet of Mary stories, activities, and pictures. This is a pdf and I don't usually like to link directly to activities out of fairness for the original author, but I found this direct link in a search so it is publicly available that way, and also I have no idea how to backtrack.
Come, Pray the Rosary - praying the rosary online
Video Rosaries from Catholic TV
Holy Rosary Deluxe - rosary app
Coloring Saints - coloring pages for the mysteries of the rosary