We did the 12 days of Christmas for the kids when they were younger - I think we stopped a few years back, when they started getting fewer (but bigger) gifts.
A common thing was ornaments, since they've each always had their own trees in their rooms. My older boy always got whichever NFL player Hallmark put out, and also anything with nutcrackers. My younger boy always got Noah's ark and/or animal ornaments.
Do you have a Cost Plus World Market by you, NA? They always have wonderful little inexpensive, yet eclectic goodies.
Something from that store might be one of their tiny sized jars of honey, a box of tahitian vanilla tea and a pretty little teacup, all wrapped up inside a pretty plaid cloth napkin.