Well for me I start thinking about Christmas as soon as Halloween and my birthday (last Saturday) wrap up. My wife doesn't like this, reminding me about Thanksgiving. I respond that the harvest was over some time ago and besides which, in Canada Thanksgiving was back in early October. She doesn't buy this, but I've never been able to figure out celebrating "harvest" a few months after the leaves have all fallen and there is snow on the ground. Maybe if I lived in Virginia, but not the Rockies. Why do I bring all this up? Because it is time for New Scientist's annual gift ideas. If you're a former, current or want-to-be scientist, you'll find lots of good ideas. And if you know someone who fits that criteria (or knows someone who uses dorky words like "criteria") then this is the place to look. My favorite choice: the automatic robot sentry for children ala James Cameron's Aliens that shoots foam disks rather than machine guns at voracious attacking aliens (or pet dogs). My second favorite are the programmable robots that unfortunately appear to have no Mac version.
There really are some great toys out there. Alas, my firstborn will be too young to justify buying most of them. It's probably pointless to buy too much before he can really grab much.
I'll probably put up the best links to Christmas web sites over the next month or so. Yeah it's not directly related to philosophy or religion, but I figured a lot of people will like it.
I keep meaning to add some entries here but haven't had time. However Tom's Hardware have their gift guide up of geeky wonders.
OK, a few entries. First off. Don't neglect "learner" skis or snowboards. Most beginners don't need elite equipment. If you go around to most of the sports stores they have last year's low end models for very low. You can typically find a good snowboard for around $130. A reasonable pair of bindings can be had for $90. Christmas is coming to town, as they say. Heck, my first skis were $50. Of course my first bindings were $300 as they were AT bindings which aren't that common - and that was 10 years ago! My boots were $500 back then. But for most people they aren't that specialized (or perhaps dumb) and you can get a reasonable setup for the bunny hills for $200. Look around used and you can find even better deals. My current snowboard (I'm still learning and haven't been able to go since getting married) my brother got used for me for a Christmas gift. It's a great idea.
Next up - consider an iPod if you have that much disposable income for a gift. A couple of years ago my parents gave me one and I love it. The most used Christmas present ever. I don't think I could make it jogging or working out without it. Its one of those tech items that seem like an excess you can't justify and then you don't know how you lived without it after you have it.
Ah, I said that I'd bring up a ton of ideas and I haven't. So here are a few others.
1. Treadclimber. You've seen them on TV. Sort of part elliptical trainer, part treadmill, and part stairclimber. Yet it ends up being cheaper than most stair climbers. We'll see if having one of these in front of the TV helps.
2. Sears has had probably the best sales of the season on stuff. Some of their tools are very marked down and while not always the best quality, often are good enough. (Some are the best) Unfortunately the tools I want are very expensive and will probably await a time when I have more time to justify them and more money to purchase them. (i.e. a nice table saw and a variable width planar) What Sears has had are some fantastic prices on weight sets. My wife gave me an early Christmas present of a bench press and some weights. The price was simply amazing. (This was over the Thanksgiving sale) However I notice the price is still good.
If you still haven't done your internet orders, and it seems that's how most people are shopping these days, you had better do so soon. Be aware, as I found out, that your credit card company may stop payment on anything "suspicious" leaving you in the seventh hell of calling customer support to find out what is going on. (Whatever their algorithm for suspicious activity, it isn't very good.
Anyway, one great place to go for gifts for "thinkers" is ThinkGeek. One of my
favorite toys is the Albert
Einstein action figure. 
Also popular is the Geek action figure. (Fortunately I don't look like that)
A little more serious or practical, although only by degree, is the ever popular fog blasters.