Any gift is a nice gesture regardless of its material value. That said, it feels bad to get a gift knowing you either won’t get use out of it or will go return it. It feels like the other person would think that you don’t appreciate them. When I was younger, my sister and I would try to be obvious about what games we wanted and what games we didn’t. We still got some “surprises”, but 90% of the time they were good surprises, like Oblivion, or The Bourne Conspiracy, or Splinter Cell: Conviction. Luckily, I’ve since reached the point where I genuinely only want socks, and only get socks.