The set we had when I was growing up was very much like the sets most people have, and they certainly tell a story. In fact, the typical nativity set has shaped the story most Americans know as Jesus' birth story. Like the idea that there were only three wise men, for example. This idea likely comes about because there were three gifts (gold, myrrh, and frankincense) , but it is widely reinforced by the fact that the typical nativity set usually only includes three wise men. (And the one I had growing up had two pasty-white dudes and one very black guy, which seems kind of odd if you think about it.)
Matthew 2:1 simply calls this band of wise men, "Magi from the East." There is nothing that indicates a number other than a plurality. It could have been two or two hundred; we really don't know. And there's nothing that precludes women from this mysterious group.
Another interesting picture we get from our nativity sets is the presence of the Magi while Mary, Joseph, and Jesus were still staying in the stable or animal cave below the living quarters or wherever the manger was. In fact, the birthday story itself is primarily recorded in Luke but the account of the Magi is told in Matthew. The Magi narrative in Matthew suggests a much broader time line. They visit the house where the child was (Matthew 2:9-10), which may not have been an animal stable. And even if that house was in Bethlehem, it could be at the "inn" now that there's room with extended family as some scholars have guessed. Herod set out to kill all the children two years and younger, suggesting that at the point he realized he had been tricked by the Magi, the child Jesus could have been us much as two years old.
When you look at your nativity set this year, think about what shapes your understanding of the Christmas story. Is it your porcelain figurines or the Scripture? If it's not the Scripture, take some time to read through the Christmas story this Christmas season. Read slowly, savor it, let it sink in and become the picture you have in your mind as you celebrate Christmas.
* Photo by Chiot's Run and is registered under a creative commons license.