So much depends on what your wife is like and what makes her tick. Some of the most romantic things H has done for me really didn't cost a lot of money, but they cost him a lot of time, effort and memory.
A few months ago, he knew I was getting stressed about a deadline. My office was an absolute mess full of papers connected with a bid I was writing. I met some friends for a night out after work and when I came home, he'd tidied and cleaned my office from top to bottom, meticulously filed everything and put fresh flowers in a vase on my desk. With the kids' help (minimal, they are teenagers after all 
) he'd spent all evening on it, having come home from work early to do it. That meant so much to me.
He will also go to the ends of the earth trying to find an item that I want that is out-of-stock, or once or twice, a book that was out of print. He listens really carefully and then regards it as a personal challenge to get it.
He's done more than his share of grand gestures over the years, but the ones that stick out and in truth, meant the most, are the ones that have instantly made my life easier and his harder, in terms of the effort he's taken to achieve them. Also those memorable gestures show just how well he knows me and what I get pleasure from in life.
This might be what your wife means. For me, coming home to find that he's ironed all my work shirts, or performed some disliked task that I was expecting to do but had been putting off, is far more romantic somehow than a bunch of flowers or a surprise weekend away.