We go most years. We pack 2 empty suitcases with us to fill up.
We tend to buy the majority of our summer clothes while there (making use of outlet malls and sales, which tend to be much better deals than here), Old Navy is a favourite for the kids especially. I find the quality of the cotton is much better than it is in the cheaper stores here. I hunt J Crew Factory, and always buy designer jeans in one of the department store outlets (Neiman Marcus Last Call or Off Saks Fifth for example). DH wears Abercrombie polo shirts all the time, and DD loves their stuff.
M&Ms (my favourite are the almond ones).
Less of an issue now, but I used to buy Victoria's Secret underwear, I think their selection of pick n mix pants are better than ours, and I think their Body bras have a greater selection there.
Secret Gel deodorants in amazing smells. Unfortunately my DD will only wear these now too, so we have to bring loads home!
Apple products, and some other electronics (we've done well with Bose headphones in the past).
Massive bottles of paracetamol and ibuprofen.
While there we eat a lot of ice cream and cheesecakes from the supermarkets! And Lays crisps. Chick Fil A for their chicken sandwiches and waffle fries. Stone crab at Pinchers (this is more a Florida thing).
We're off again at Easter, can't wait!