I've seen:
bottles of wine or ice wine (for the holidays) (as mentioned by SSS)
gift cards (as mentioned by mp)
gift certificates to apply toward a day at a spa
tickets to a concert (symphony, opera, show)
potted plants (poinsettias, etc.) or flowers
lunches at nice restaurants
nice writing 'implements' (i.e. Cross pens, etc.)
silk covered address books/daytimers (the boss went to Beijing)
perfume and soaps (the boss went to Grasse, France)
trinket boxes (the boss brought back a silver one from a market in Karachi, Pakistan)
fruit baskets with chocolate/wine/cheeses, other goodies
cash
a bit more expensive (but I've seen these as well):
designer purses/wallets/bags (Gucci, Louis Vuitton, etc.)
scarves (Hermes)
keychains (Chanel)