My dad has always travelled a lot for work, and ever since I was a preteen, he would ask me to research and pick one local shop i'd like him to visit in his travels.
One of his best efforts was when I was a teen, he visited LA, and I'd read about 'Kitson' in some magazine. He went there and was pounced on by a sales assistant - and came back with some really cool things from that trip!
When I travel, I prefer to send postcards or take photos of things my family/friends would find funny/interesting. If I can find birthday/christmas presents that I can't get anywhere near home, then I'll pick up a few.
Oh, but I still have a dress my dad bought me when I was 12 - he stayed with a fellow academic in Chicago and there was a teenaged daughter in the house. She took him shopping and found some awesome clothes for my brother and I!