I lucked out this Christmas - every gift my parents and family gave me was practical. Even including socks, which I'd asked for :)
My parents know me well, I discovered: they bought me a water-proof, fire-proof, theft-proof safe (no seriously, it's theft-proof, because it's super HEAVY). This was not something I thought I needed, so my first reaction was "I don't know how I'm going to use this." After some convincing I realized it will actually be very useful for hard drive storage, protecting all my movie-making footage if my house ever goes up in flames. The best part of the story, though: Dad explained afterward, 'I told Mom beforehand he [me] won't like this at first, he's not gonna see the use for it, and say "I can't use this", but once he gets his mind around it he'll figure out it can be useful'. Which is exactly what happened. My parents know me better than I do, apparently.