Outside of white elephant stuff, nothing really. My relatives give me cash or gift cards then my parents are given a list, the more detailed the better. Though one time I did do a gift exchange for my home church with a $5 limit, so all I asked was for soda. Come the Christmas party, I got a soda as well as a pirated copy of a (given for free but no longer printed) Need for Speed game.
I can't decide between all The Simpson's crap my Aunt keeps buying me. A few years back she gave me this horrible Simpson's mug or the horrible Simpson's socks she got me last year. I put the Simpson's socks into a clothes charity bag.
Or the last two Christmas presents my brother got me. Last year he got me Microsoft points. Now I haven't used MS points in over 2 years or the cheap ass second hand copy of Super Street Fighter Four. Now I hate Street Fighter and all Super Street Fighter is is just DLC on a disc. My mom lied to him and told him I had already played it so I was able to get the receipt and take it back to the shops for the cash.