I did cookbooks for my Mom's side of the family last year. It was a big hit! I use it all the time myself.
My father and stepmother are vegans. I do a big food basket for them every year--some stuff I purchase, but a lot of it I make. My stepmom can't have chocolate so I bake separate goodies for her.
For my grandmothers, pictures of the kids are what they want, so I buy dollar store flip books and make new books each year. With a homemade treat and a long letter, this is enough for them--neither of them want more stuff!
My kids are little so I find that for them, almost anything wrapped is exciting. I shop at the dollar stores throughout the year and wrap a ton of little presents for them. Santa brings them a couple of "big" things that are found on sale.
My mother in law loves my split pea soup and a few other dishes I make (bless her heart). This year I plan on stocking her freezer with them and breads that she can put out for guests. I did this one year with my grandmother as well--she got two weeks' worth of small portioned dishes that I knew she liked.
For some other family members--Blockbuster gift cards in small amounts with microwave popcorn and some "theater size" candy I can get at a good price. That's sort of a whole family gift.