We do stockings for each other, and don't have children, so most of these are adult-related:
-Travel packs of unique teas and coffees.
-Trial sizes of fun foods like exotic jams, shortbread cookies, fun flavored chocolates, etc. (we get these at World Market)
-Special ornament for the tree. We each get one for the other person every year, and it's been a great tradition!
-Hand-made, customized "coupon books," with coupons for getting out of various household chores, for example, or entitling the bearer to a free back massage, etc. These also work for kids (one free coupon to get out of a chore, etc.).
- Lottery tickets.
-Used/on sale DVDs or CDs
"This isn't life in the fast lane, it's life in oncomming traffic." -Terry Pratchett