The usual sweets, pants and socks, toiletries, DVDs, torches, little gadgety bits, bath toys,action figures, playdoh bits, anything small and cheap I think they would like really!
I also do one for dh and he has things like American confectionary, interesting foods/beers, socks, boxers, kit for his snowboarding hobby, cuff links, tongue-in-cheek Anne Summers type stuff (for a laugh when he pulls it out in frint of his parents) toiletries, vouchers, gadgety type stuff.
Basically quite functional stuff which gets absorbed into bedrooms etc without taking up too much space with a decent amount of tat thrown in!