Christine
- A nice makeup bag
David
- Drum sticks for rock band
- anything from http://www.thinkgeek.com
- http://www.happysocks.com ← funny socks here, just an idea
- More warm socks (hiking socks)
- Outdoor Fire Pit like Jeb & Peeb have. The link was just something I found on google but something like that.
- wallet that doesn't break my credit cards (not too big)
- Futurama: The Complete Collection
for the family really 
Sylvia
Disney Princess Dolls(Santa's got this one)- Sack People from Little Big Planet (FYI, they also have girl ones so dig around if you're thinking of getting one of these, I think she'd really like a girl sack person)
- Items relating to cats or princesses
Stefan
Mechanic's Toy Car Engine(Santa's got this one)- Items relating to trucks, cars, tools