A wooden walker like the Radio Flyer or Haba. Costco has a nice one by Parents Magazine for about $45 right now. It comes with blocks http://tinyurl.com/gby5e
Costco also has the Playskool Busy Ball Popper which I asked MIL to get DD. My DS had this and LOVED it!
A push toy. We had the Step 2 buggy and it was a big hit. We will reuse ours for DD. DS is three and still plays with it.
A learning table like the Leapstart table?
Trucks like the Little Tikes Handle Haulers are loved by boys and girls.
DD will be 8 months and I already got her presents. I am giving her the Haba Fantasy Blocks and the Haba Wonder Dice. I also got a wooden teether and new pacifier clip from Haba to stick in her stocking.
I really wanted to get DD the Dragonstone Castle but I didn't want to spend too much money on her first Christmas since she is so little. I am going to ask my parents to get it for her. http://www.oompa.com/cgi-bin/item/HA0995