Wait a week or so before making after-Christmas returns. Lines will be shorter, stores will be more re-stocked, and you will have had a chance to get an idea what you want to buy with the cash or gift-card you will get.
You can't insist upon someone giving you a gift receipt. But it would make it easier to receive cash back if you have a receipt to present. Other than the cash, most stores are giving out store gift cards for returns without receipts. which could be use at a later date.
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