The best thing we ever got was a wonderful handmade frame from a very talented artist in an FE group - not something everyone could pull off (certainly not me!). In general though, my favorite things are something that has more of a personal connection.
The things that we have saved & enjoyed include items like fridge magnets from people's hometowns/local sports teams, cruise specific magnets some had made, a homemade cruise themed scrapbook, tote bags, etc. We've also enjoyed consumables from their local area such as bourbon from a FE member who lived in KY, wine from a FE member who lived in vineyard country, maple candy from a FE member who lived in an area with a strong maple industry, chocolates from a family owned old-fashioned chocolate manufacturer in a FE member's hometown, etc.
I think as long as you put a little thought & heart into it, it doesn't have to be a big gift or an expensive gift to be a memorable or spectacular one. You can keep the budget low without resorting to giving meaningless party store type trinkets. I'd even love a simple postcard that told me something about you/your hometown and had a nice thought to share with me!