For the men of the family, I usually go with a theme and rotate them every few years...sometimes it's a bucket with car wash supplies and a few favorite snacks, sometimes I stuff their stockings with every kind of tape I can find...electrical, masking, painters, duct, etc. (My BIL loves that one and requested the "tape" stocking again last year) you can even add those little tubes of Krazy Glue, etc.
I have to say the favorite is usually the sports-themed stockings...sometimes I pick one sport for all, i.e., football, and sometimes I'll pick a favorite team. My dad is a Mets fan, so for him I'd fill a stocking or container with peanuts in the shell, cracker jacks, a calendar or book about his team, etc. For kids/teens maybe add a packet of Big League Chew? Toss in a couple of packs of baseball cards or something with the team logo and you'll have a happy camper. Also keep in mind that lots of team logo stuff goes on sale post-season...you can stock up for next year or give them a GC to purchase what they want...MLB, NFL, NHL, NBA and PGA all have their own "official" shopping sites. For the golf fan - a new towel, some tees, glove, pick or brush to clean clubs, etc.
I've also done a sports MOVIE theme - lots of "classics" can be picked up relatively cheaply...Caddy Shack, Slap Shot, Bull Durham, Any Given Sunday, etc...add a few movie snacks, popcorn, etc. I have a list of movies at home in my NB...let me know if you want it!
Just a few ideas. If I think of anymore I'll post them. Hope this helps!