First of all, it should be something she wouldn't normally get herself. Women are capable of spoiling themselves, of course, so this will take some thought. You must find that special something she truly desires, yet considers an indulgence.
It must also be something she has only thought about, not actually spoken aloud. This then will require some sleuthing; becoming a Columbo, however, won't be necessary. Be on the lookout for subtle hints -- an open Macy's catalogue with an item circled in lipstick; the coy and subtle, "Let's look at the jewelry counter for a moment"; or a 50% Off! coupon that keeps reappearing alongside your wallet.
Guys, if she actually does mention she would like something, be sure to seize the moment and get it. Or, more to the point, drop everything and go and get it! Why? Chances are she will not mention it again and should this gift not appear on schedule, she will remember she told you.
And one more thing, neglect not the presentation. As odd as it might sound, women do not consider Sunday comics an appropriate gift wrapping. The temptation will be to use the store bag to conceal the gift since most stores at this time have some holiday theme printed on the side but, trust me, this really isn't a good idea either. Here you may have to pony up some coins for something a little more appropriate. Hint: the gift wrap table at the mall is a good place to start. If it's a table operated by some charity, even better. You get a custom-wrapped gift, help out a good cause, and won't look like a buffoon to that sweetheart in your life -- all for the cost of a few singles. Indeed, it's a small price to pay.
Perhaps, as a cautionary tale, it would be helpful to share with you a few gifts that weren't well received: vinyl rain gear and galoshes; a Big Bertha driver and three dozen golf balls (make sure she plays golf first); an adjustable wrench set; and a high octane, propane-injected, flesh-roasting barbecue grill. Learn from your comrades' mistakes and save yourself from these embarrassments. You'll only have to return them anyway.
Now, on to the important stuff. There is one gift that will always bring a smile to her lips and maybe even a tear to her eyes. It will require a great sacrifice on your part, but it will be worth it. It is a gift given rarely and hence all the more appreciated: a love letter. Yes, take the time and write her a poem, a story, or a letter that tells her how special she is, how beautiful she is, how cherished she is and how awesome she is. I know, this endeavor is way out of our comfort zone, but she will save the letter in her special dresser drawer and when she is feeling down, she will bring it out, read it and she will know she is a special, gifted and treasured person.
You can do it. After all, you asked her out, proposed to her, and married her (or possibly are giving it some serious thought). She has to be beautiful, prized and totally awesome!
Go get her, Tiger!