I just put a list together on Amazon. I'm having a hard time figuring out what I want this year, so I just started scanning through Amazon and putting things on my wish list. Some of the things I have on there are:
Shoes--these ones in particular:
The Lost companion book
Some cd's that I haven't gotten around to buying yet
DVD's
Perfume and body/bath products
Books--particularly Lauren Bacall's autobiography, a Sudoku book, and the New York Times Guide to the 1,000 Best Films Ever Made
Amazon's great because you can put stuff from Sephora, Nordstrom, Urban, Lush, and other stores all on your Amazon wishlist. (Unfortunately, they don't have Anthro as a store on there, which is weird since they have Urban.) I just sent mine to family members that had asked me for a list, so hopefully this will give them some ideas.