"...and even made my own stilettos."
Wow, I participate in lots of swaps and would be thrilled with a stiletto, especially one that is made by the giver!!!
I always pack in a few Ghirardelli dark chocolates. I buy the pack of them that are individually foiled packed and put a few in. Someone from England recently included two spools of cotton thread which I found to work great for making yo yos with since it pulled the gathers so well.
This is a great thread though, that you have started. It is often hard to think of something special but not too expensive so we don't go broke participating in swaps.
Often, I have received nothing extra and it does not bother me. It is the fun of swapping and meeting new people that is the goal.