A.F.
My husband's aunt does this for all the grown neices and nephews -
Each year she makes a goodie bag of sorts. One year, it was a movie goodie bag with a bucket for popcorn, some boxed candy (like you see at the movies), and a gift certificate to the movie theater.
One year she did brain teaser puzzles (like the metal loops that you can separate somehow), a bit of candy, and a sudoku or other type of puzzle book.
Really, I think she hits the dollar store or the dollar aisle at Target and puts together what I would normally call stocking stuffers. But they always have a theme. And it's always fun. A few small things are sometimes better than one large thing.
My aunt used to give all the girl grandchildren (my brother was the only boy out of 9 grandchildren) a disney VHS tape - whatever was out that year. I still have a large collection because of her (probably need to get those copied to DVDs).