Hi Kay:

I was new to this game and had to learn where to get nice, but cheap volunteer gifts too. I have found: www.lighthouse.com; www.orientaltradingcompany.com; also www.NHPCO.org.
I have also gone to dollar stores-and got reimbursed from my company- there are nice cheap gifts for all kinds of occassions. I have learned that a few small gifts say thanks to volunteers quite well.
I hope this helps you; please feel free to email me-I would like to correspond with you about more volunteer issues.
Thanks-Linda D

Check out Positive Promotions. They've got tons of ideas for volunteers as well as many other things. I've ordered several things from them and always have great results. I believe the site is positivepromotions.com

Good Luck!