I would think about things that are useful over the year to come (developmental toy or 2, a walker, that sort of thing) as things that you and any other relatives looking for ideas could get.
I would also get a nice copy of a classic storybook for them, as part of their "first Christmas" presents - you can read the stories now, and over the coming years, but they will always have that book as their first Christmas present. Something like the Beatrix Potter collection or AA Milne stories etc.
DD actually turned up on Boxing Day, but I had a few things like a small nappyrash cream for the nappybag, a soother, teething ring and a bottle, which I was ready to put in a stocking if she turned up before Christmas, just to make a stocking.
I agree about stocking freezer with single portion meals. Both for immediately after the birth (when DH may be looking after you both) and Christmas (when it may get a bit frantic with lots of people wanting to visit). Hopefully you will have got into a semblance of a routine by Christmas, but try to do one large batch of a meal you like every week, with at least 2 single portions leftover, and freeze those. It only takes a small amount of extra chopping etc when you are already doing it, but is a big help later. And having a choice of meals means you could both eat the same thing or different things, and single portions means that when DH is having his Christmas party, you can feed yourself a favourite, and when 5 unexpected visitors descend and need dinner, you can take out extra portions and they will defrost faster!
A Christmas onesie would be nice - but expect it to get dirty quickly (so take photos fast when you get it on!). But not essential either. It might be better to get a set of Christmassy bibs instead that you'd get more use from (and possibly again next year - a onesie you definitely won't for this DC!).