Plush statistical distribution pillows
For the statistical nerd in you or for the child you are raising as one, Nausicaa Distribution on Etsy sells handmade gifts inspired by statistical distributions. Above shows the dastardly gang of five evil distribution plushies: Weibull, Cauchy, Poisson, Gumbel, and Erlang. Judging by their moustaches, you better watch out when they're around.
Have a little nerd baby? Check out the distribution plushie and burp cloth set.

[Etsy store via @statpumpkin]
Data Points
Small Multiples in R
A Survival Guide to Starting and Finishing a PhD
How to Make an Animated Growth Map in R
Visualize This
Those would go nicely with the map blankets put out by @softcities (stamen designed maps)
All necessary items for the proper nerd cave.
On a related note, I always thought these plush toys were equally amusing and nerdy:
http://www.giantmicrobes.com/
Plush toys for any virus, bacteria, STD, infection, plague, or other microbe you can think of. :)