I feel your pain OP. It sounds ungrateful as some women have men who can't be arsed to get fuckall.
But my DH always gets the same stuff too. A DVD, A CD, a box of chocolates, a pair of socks, a paperback book, a puzzle book, and some bubble bath.
Then he says (with a huge smile!) 'now you have something to watch, something to listen to, something to eat, something to wear, something to read, something to do, and something to bathe in!' 
He is so chuffed with himself, but I always have to paint on a smile, and wish he would buy me something nice, exciting, or fun - maybe some perfume, or jewellery, or a parachute jump, or balloon flight, or something........
And yeah, I HAVE said something before, because he has always asked me what I want for Christmas. I have given him a list before (as he has asked me!) but he has never gotten anything on it. After 5 or 6 years (of giving him this list that he has asked for,) I stopped, and started saying 'there is nothing I want...' Coz no matter what I said, he would still get that same lot of things.
I sometimes wish he would just give me the £50 he has spent so I could go out and get something myself LOL!
I sometimes wonder if it would be better for us to just get our own stuff (as a few people have said here...)