Lots and lots of things to choose from...

Movies. You can never go wrong with getting me DVDs. Never.

Books. Enrich my mind a little.

Electronics. Slightly more expensive, but needed.

Misc. Everything else that doesn't fit in the above categories.

Suggested places to purchase:
DeepDiscountDVD.com
Best Buy
Circuit City
Barnes and Noble
Book Closeouts
Wal-Mart
Sephora