Michaels Crafts has (or had, anyway) really cute binder clips in sort of swirly paisley designs for about $2 for a big bin. Actually, any Michaels or AC Moore type crafty place might be your salvation; they always have cool cheap cheap stuff.

One year at the trendy furniture design store I found a box of embarrassing pens - pens that said things like Clap Clinic and Hot Toddy's Massage Lounge & Video Emporium (only they were funnier than that.) The box of 6 was like $8; I bought two, divided them up & handed them out and they were a big hit.

Presents for co-workers? Eeek.

If you have the time to make something and have a craft store nearby: I was considering doing tea cup candles for co-workers (the problem got solved with a Secret Santa exchange instead). Michael's had soy candle wax for $9-ish, I think, (and regular wax for cheaper) or you could use the Martha Stewart instructions and just melt down older candles. Not sure how much thrift-store tea cups run, but I imagine it's cheap.

Screaming flying monkey. Screaming flying MooCow. Screaming flying piglet. Screaming flying frog. Screaming flying ducky. Screaming flying chicken.

Binder clips sound great to me! Any little office supply thing that's a tiny bit nicer or special always tickles me, and I can't be alone, right?

Maybe a coordinated packet: a binder clip, some fancy paper clips, and a tiny notepad? (One of my gifts for nieces this year is tiny notepads on which I replaced the cover with pretty patterned cardstock. It's really easy to do: open up the end of the spiral wire with pliers, twist it out of the holes, trace it, punch holes to match, and twirl it back into place. I'm giving them with mini pencils in coordinating colors and a handcarved eraser ring I made from a novelty eraser.)

Little potted plants? Or a small pot with a packet of seeds?

You say sweets are out, but would non-sweet foods work? rhapsodie/Valette posted a great-looking recipe for pretzels. You could package them up, one or two to a cellophane or waxed-paper bag, and put on curly ribbon.

Or small loafs of homemade bread, maybe with tiny jams of jam or little parchment-and-plastic-wrapped rolls of homemade flavored butter? (A little orange zest and sea salt makes a fantastic and simple butter for fresh bread!)

If you have a source for cheap small jars, this onion jam [self-link] is cheap to make, easy to scale up in a large pot or in a roasting pan in the oven, and has been very well-received by my family and friends. It is NOT shelf-stable (and is not processed, just popped into clean jars), so you'd need to indicate that and store it in the office fridge after giving.

If you decide to go with tiny trinkets, Not Martha has a couple of great ideas for dressing them up in packaging: Christmas crackers; surprise balls.

Fun post-it notes, gel pens, binder clips and some chocolates. Juts enough to say "I thought of you." If you can find small screwdrivers, I always find those helpful in an office.

I do this for my staff each year - a had-written card with a personal message of thanks and a small gift - last year was a sachet of instant cappuchino and a small but high-end chocolate, the year before a $2 instant lottery ticket. The lottery ticket one was expensive, given that I almost 50 staff, but the coffee one was also well-received and much cheaper. Still haven't worked out what to do this year. The biggest cost is the time it takes to write the cards, but they're worth it.

Slinkies? You can get away with whimsy every now and then.