
As absolutely cheesy as this sounds/is: I have enough crap of my own and anything I truly want, I buy myself so I ask those who want to spend money on me to donate that amount to the local SPCA in my name. I've gotten more then a few groans and eye rolls over it, but honestly, I'm working on thinning out my hoard, I don't need more random stuff to add to it.
(I also think the answer completely depends on how old you are. I'm past my childhood/early advlt years so Christmas isn't quite the same anymore.)
Edit: Actually, I did ask my boyfriend to get me Fruits Basket on DVD. Though if Christmas comes and goes and I don't receive it as a gift, I'll buy it myself.