Thought I'd posted this already but will try again without links :s
Personalised sounds good. I'd suggest bottles work best - just rinse off the label then stick a newly printed one on. Bottle of wine with a map on the back of where the person you're giving it to is from - description of them as wine, name the wine after them/nickname etc. You can order that kind of stuff online, but it's really easy to make and people are usually pretty stunned that you've done it!
Other than that books are always easiest to give - just make sure it's something easy to read. The best Xmas books are the ones that can be read on Christmas day, so funny, and with short sections, rather than something long that gets put on the shelf for 'reading later' (or not at all!). Definitely no random biographies or novels you want to read yourself. I've got these xmas themed ones for my dad and a couple of mates:
The Atheist's Guide to Christmas - this ones got lots of short sections, and will appeal to the grumpiest member of the family.
The Christmas Football Quiz Book, Joke Book, Fact Book - ok - probably works best for a football fan, but its got a funny cover, and jokes/quiz questions to share. It'll get you more kudos than socks.
Hope those help.