Find out what kind of diapers they will be using, and get a big pack of those--it makes a large, impressive-looking wrapped gift, and is eminently useful. Also get a small, soft toy for the baby--something meant for those first baby months, and seriously cute. It will be very fun for you to pick out and buy...and not that expensive. If they want a lot of fancy pants pricey things, I would just ignore those requests. They can get that stuff themselves if they want.