There have to be limits, though. Santa may be magic, but he's not a genie. He can't make things materialize out of thin air. Any present Santa brings has to be small enough to fit in a box under the Christmas tree. And it can't be money, either, since Santa deals in presents made by his elves instead of currency. This also rules out other humans or any living creatures.
So with those ground rules established, I'd want Santa to bring me a solid gold statue of myself so I could turn around and sell it and become a multi-millionaire.