Something consumable...aftershave, a bottle of something you enjoy drinking, sweeties, some food item you really enjoy it rarely buy because of price.
A subscription to a magazine you enjoy or a book you've seen and haven't got round to buying.
Failing anything else, what BOO suggested.
Svejk, often people pester you as to what you would like, so calm down. Boo has made a great suggestion but if you don't want to do that, a nice pen, aftershave, ticket to the theatre, gentleman's relish etc