These will depend on the ages of the recipient. For young children, sippy cups, socks, mittens, safe candy. Older children like small games, puzzles, little books, yo yos, etc.
Candy is always a good inexpensive stocking stuffer. You can add other small things that the recipient likes. The best place to shop for stocking stuffers is your local dollar store. They are really cheap and you can usually find some really good things if you look hard enough for them.