My friend gave us all little colored bracelets with our initials on them (not like those plastic Livestrong bracelet--it was like a heavy ribbon with faux rhinestones.
My sister gave us Puma tote bags, black & pink
I gave my maids jewelry for the wedding day
Another friend gave her maids the gift of not having a very bridesmaidsy-looking dress--they were little black dresses, and I have seen each one of her maids use the dress again since--so rare!
Maybe you can do a little photo album for each of your maids featuring you and that particular maid.