T.,
I think that the best gifts are things that every girl wants, but never actually gets for themselves... like little luxuries. I love giving gifts and always try really hard to make them personal and different. For my baby shower, I made each of the 6 hostesses some personalized stationary (I used to print for a stationary and invitation boutique, so I knew how to do it, but you can get this done at several stores in the area... email me for suggestions, if you want). I got some nice candles and bath stuff (that all matched eachother and the stationary) and put it all together in a cute box. I ended up getting a plain brown (kraft) box... super cheap at Michael's... it looked kinda like a hat box. Then I tied a pretty pink toile grossgrain ribbon around it and attached a cute, thought-out note to the box. It was a big hit, and everyone was so suprised when they pulled out the notecards and saw their name printed on them. I was able to get stationary that matched everyone's personality, too, so that made it a little more special.
Another good idea would be monogrammed "guest towels" or napkins... you know the kind you keep in a tray in the guest bathroom that has the family/couple's monogram on it. go to www.printappeal.com for ideas and stores that sell their merchandise.
a gift i received once as a member of the wedding party for a good friend was a leather bound journal with my name embossed on it. she did this for all the girls in the wedding party, but what was extra special was that she chose a word that described each of us and had that printed on the journal too... as in loving, grace, merciful, gentleness, etc... it was almost overwhelming how much she had thought out that gift... really special.
good luck!
-S.