I have tried;
Vouchers - everything from Costa to a helicopter ride all got good reactions
Scratch card
Individual Krispy Kreme doughnut in tin - looked very festive, too
Candy cane - you're never too old!
Miniature whiskey etc
Cans of cocktails
Unusual mixers for gin
Gin botanicals
Ice cube replacement stones
Torch
Penknife
Screwdrivers - hugely appreciated 
WD40 (requested)
Tools generally go down well here
Mini nosehair clippers (get a lot of use, but weren't approved of as a gift)
First aid box supplies (another request, but the superhero plasters were surprisingly well received by DH)
Tie
Wallet
Wallet ninja
Belt
Hat
Cuff links
Glasses case or string (DH gets spare £1 shop reading glasses)
De mister pad/chamois leather
Car wipes
Car air freshener
Phone charger
Travel mug
Flask
Hobby related gifts;
Gardening gloves
Small gnome
Solar light(s)
Snips
Seeds
String/wire
Air rifle pellets
targets
Exploding clays were a big hit with older teenager
Fishing flies/floats/lines
Pet accessories - I received poo bags one year, which I thought was pushing it a bit far, but I love spare dog whistles, toys etc.
Coconut or pine cone bird treat thingies
Sports kit - gum shield, goggles, balls/shuttlecocks, hand warmers, bike accessories
Stationery;
Nice pen
Notebook
USB stick
Magazines and paperbacks
Bookmark
Recipe books, if space
Bottle stops
Herbs/spices/meat rub
Bacon curing kit
Fancy oil/vinegar
Coasters
Cigars
Lighter
Young adult DS got lucazade and a packet of nurafen in the toe of his stocking for a few years, which saved me a trip to the corner shop on Boxing Day. Now he hosts, and gets a bottle of Fairy wrapped in a tea towel instead [thinks bitterly of all my newest tea towels he used to mop the floor or dry the dog, or polish his cars while he lived here, totally ignoring the rag bag or dog towels, or mop]