It really depends on how close you are to this person, and if this is their first home or not. DH and I had never really lived away from home before we bought our house last year so many of the things we received were very practical items: shovel, rake, bucket w/ cleaning supplies, money. (we also got a lot off our wedding registry, but that's another thing entirely)
If this is the first house, or home, I like the bucket of cleaning supplies--those things are expensive! If it's someone close to you, the garbage can filled with practicalities is great.
If you're looking for something that's "not so practical" pineapples are the "Welcome" fruit.
Willow Tree also has a great line of figurines and plaques that are very unique. They have an "Angel of Welcoming" or something like that.
www.demdaco.com Edited to add: Willow Tree figurines can be purchased at most Hallmark stores or similar places.
I didn't really like getting candles for our housewarming. But maybe that's just me and scented candles. If you like candles, or more importantly the home owner does, check out
www.bullfroglightco.com they have great candles that glow when lit!