Don't forget that to some people (including most people in my family), gift giving can be more about the giver than the receiver. Even if I say I don't want/need anything, they'd feel bad not giving something, and they want it to be something GOOD. So, maybe think of something they'd want you to have....
For me, that might be a neat bike gadget or new sneakers. As a giver, I like to give experiences rather than things... so I'd organize a bowling night, one of those sipping and painting classes, family photos or something similar. If that sounds more like you, maybe you could ask for them to organize a fun night out?