What about something personalized, like a small scrapbook of their lives, what they like to do, etc.? Something that shows how much time you put into it, and not money, might be appreciated more than expensive stuff, especially if that's what they're used to. ... View related article.
What about an art studio or someplace where they might like to take it apart for some reason? Maybe students who could use it to see how it works, or someone who would like to make it into recycled art of some kind. ... View related article.
There's a site called http://www.anysoldier.com where they connect soldiers asking for things with people who want to send stuff. Anyways, there is a list on the site for stuff that is okay to send, and what they generally ask for. ... View related article.