Chris Schwarz has been posting his recommendations for stocking stuffers, a number of which seem very worthwhile to me. I have several of my own ideas for stocking stuffers, although I am going to start off with one that won't fit in a stocking but is very timely because of the extreme cold weather covering much of the nation today.
My workshop has always been in an unheated garage, which can get uncomfortably cold in the winter. Although I have seen a few workshops with gas forced air heaters, I have found a much more economical solution in one of these, which I have owned for years (Source: Lee Valley):
It is a quartz infrared heater that warms objects rather than ambient air like a regular electric heater. I tried several of the latter and was never satisfied. Strategically placed above your bench this infrared heater will keep your hands, your tools and your workpiece nice and warm without using too much energy (about $.15 per hour). They're really good for glue-ups and finishing. At $59, it's a bargain. I was in the shop all day today when it was in the twenties and I was very comfortable. The biggest challenge is finding a good place to mount it on the wall or ceiling that is fairly close to where you do most of your work, but if you can I think you would be happy with it. I notice that Lee Valley now carries some commercial units that will heat a larger area, so if you live in a colder climate or want to be comfortable over a wider area, I think they would be well worth the higher cost.