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A nice balaclava is a godsend. Also base layers are swag gifts, along with ski socks. If you don't already have one (I don't know what kind of skier you are, or if you even ski backcountry) a shovel / probe / transceiver along with a backpack make great gifts, though transceivers are not cheap.
Could always pull a bag o' swag move and just get a nice ski bag (Dakine, Cotopaxi, Oakley, Patagonia) or some duffle bag and just ask for random stuff like a Buff, ski socks, base layers, Sweatshirts, Gloves/mittens and just other random things. Personally I asked for a yoke sweatshirt a Smith Maze, and some socks. but for real be creative find things you would enjoy having, or find yourself needing midway through the season