I just signed up for a FREE rewards program that rewards online shopping - if you have more holiday shopping to do and you do any of it at retailers like Macy's, REI, Target, Omaha Steaks (and many, many more), sign up for the Priority Rewards Program and earn 3 points for every dollar spent.
While the site is heavy on the travel side - lots of points earned for hotel stays and you can also earn miles instead of points, there is an on-line shopping section. You still buy directly from the retailer, you just get to their site through Priority Rewards' site, and the points from any purchases will be added to your account (the site says it can take up to 8 weeks). You can also sign up for their Visa card and earn points that way. I bought my nephews' Christmas gifts from Target.com, paid what I would have any way, but also earned points towards a reward for me.
Browsing through the rewards, I found houseware, electronics, charitable donations (nice idea), and of course, lots of travel rewards. The rewards list is really impressive - name brands, nice stuff, very large selection. And if they don't have what you're looking for, try the online shopper who can authorize the use of points for something not on the list. Personally, I've got my eye on this Le Creuset square baker for 25,000: