I just had to include Lego. I spent many happy (and a few unhappy) hours patiently building up edifices made out of brightly colored lego bricks when I was younger. I guess lego is not for everyone, but it certainly was a great toy when I was younger.
Browsing over this site I note that Lego has come on since my day. They've got everything from completely new types of games to full scale reproduction models and far more advanced bits and pieces to build more realistic scenes.
The site itself also offers great deals and discounts on Lego products that you may not find elsewhere.
Check it out if your are buying gifts for kids and teens.