My job does this every year. I have no shame in asking for gift cards. As a matter of fact most of us request gift cards. There are very few that request an actual gift.
My favorite gift request for this is movie gift card. It is great to be able to go to the movies with the family for half price or free if it is J. hubby and M.. This means I can take my hubby out on a date. You could also request some kind of special promotion item on www.living social.com This way you are actually getting a discounted thing worth more than the actual $25.00.
You may also consider a American Express gift card. It's as good as cash and I love that.
Here are some of the actual gifts I have given or received over the last few years:
Leather gloves, jewelry, family board games (What's yours Like? or Say Anything), CD's, DVD's (older ones that are reduced in price), magazine subscription (love this one because it keeps giving long after the holiday).
I hope these suggestions help.