Knock Knock do some really good post-it style pads, they tend to be funny and in nice colours.
I've bought myself wrist warmers and fingerless gloves this year (I feel the cold something dreadful).
I like small tins; I have a tin for emergency teabags (The Bright Side) for my bag, Emma Bridgewater little Christmas tins for bauble hooks, thumb tacks, noticeboard pins.
I brought back painted wooden Christmas ornaments from Germany, they are so charming and cute. My tree is an eclectic mix so they look right at home on there, among the knitted snowmen, felt mice and tiny cuddly dogs in Santa hats (from Wilko).
A special keyring, a festive Yankee Candle votive, a clip-on vial of hand sanitiser, a mini-cracker, a Swiss Army knife, a coaster with a particular design, a string dispenser, a car air-freshener (in a scent known to be liked by recipient), a cute or cosy pair of socks.
All of these things I would have in my stocking or put in someone else's.