Getting a pool or a hot tub is usually a good family gift. Though they are a little expensive, they last for years and can easily earn their cost back if they are avidly used. An entertainment center can also be something that the entire family can enjoy if you don't just use it to watch the football game.
In my opinion, the best family gift that you can give is a big family vacation once a year. My parents started this tradition and I plan to keep it going. We would do one week long vacation in somewhere in the world. It didn't have to be international, it just had to be a trip that took us away from home and gave us an experience that I have remembered throughout my life.

