You could get a personalised gift? It shows that you've thought about what you've got and it's not something that one might necessarily buy for oneself... Have a look at www.WineGifts4U.co.uk, they've got some really good personalised labelled wine and champagne gift ideas. You can add your own photo, image and message onto a label, decide which bottle you want it to go on and then order it. They're quite affordable from �10 per bottle (plus p&p). They do personalised mugs, design your own t shirts, personalised ales, design your own teddy bears and engraved gifts. I think you'd be able to find something suitable for someone who has everything or can buy whatever they want!
http://www.winegifts4u.co.uk/christmasgifts.ph p?catid=97