Small leather folding photo wallet for Army boy - Aspinal do some nice ones. Hip flask, iTunes credit, proper razor, pocket-watch for formal uniform, book him a traditional wet shave at the barber, kindle for on active duty loaded with books and magazines, subscription to the times online, traditional boiled sweets in a retro box, super-dry trackie bottoms, workout gear for PT, running shoes, fitbit tracker bracelet thingy (this coming from a military wife)
Leather jacket, boots or bag for daughter? Maybe some jewellery (Alex Monroe is a good choice) manicure on Christmas eve
Does your non-army son drive? If not some lessons perhaps? Tickets to a gig. Decent shoes/trainers... console games, wallet, phone case, shirt, aftershave, belt, boots, dressing gown/PJs, socks/slippers, movies/cinema bundle, cook book (especially if he can't cook, hint hint) electric hair trimmer/toothbrush - best ever is parent taxi credit for picking him up and driving him home at 2am on NYE :)