Haven't built a set in a while, but I still love Legos. Anyway, they just came out with a new concept. Download their free software to design a lego building/car/sculpture/whatever and then they will custom build a set for you that you or your friends can buy. How cool of a gift would that be? say a model of your house or your face or whatever..
Or maybe you are giving out gifts to commemorate something like th cristiing of a boat.. I don't know.. still a great concept in the vein of the Long Tail.