With my extended family we always set a theme for guys and a theme for gals and have a gift exchange (instead of buying for everyone). We draw numbers and number 1 chooses a gift first, then number 2..if number 2 wants they can steal number 1's gift and number must choose another and so on. It's really fun but we are running out of themes!
In the past we have done..
part of the gift has to be wood
part of the gift has to be plastic
something with liquid
something a certain color
something that starts with a certain letter
something that you already have-no purchases
something that starts with the same letter as your name (then we had lots of guesses)
something made in our state
something made in the U.S.