I don't really need anything you can buy with money, but my family made me pick something anyhow, so I'm getting a board game (Thunderstone). Not technically a board game, actually, but I hear it plays like Dominion (a deck building game which is fun, quick, and is crack to the programming part of my brain -- seriously, facility with discrete math is almost cheating).
What I want want for Christmas: to go to Mass with my family, pray for the usual, see my high school friends, eat some mashed potatoes and turkey and absolutely no raw fish, drop in on the guys at Matasano and DOS their dark artistry with a poundcake, and call a young lady to let her know I'm thinking of her. (Christmas in Japan is like Valentine's Day in America.)