I usually try to find an inexpensive gift to tie in with the "theme" of the gift card.
For example...I got my sister and her hubby a couple of Lowe's gift cards, since they just bought their first home together last month. I bought a "Our First Home 2006" christmas ornament, and put them all together in a gift bag.
My husband's twin neices got an Old Navy gift card each. These were paired up with a couple cute check out stand items (found at Old Navy)
My daughter got a Border's gift card. I placed this inside a diary/journal that I bought at Borders.
Dunkin Donuts gift cards are placed inside a cool coffee mug.
You get the picture. It may add 5-10 per gift onto your total price, but for me, I find it fun to try to find a little gift to match the theme.