I'm the same, everything I want I just get myself. There are a few people (mostly my mom) who can get me gifts I wouldn't think of but actually want and I appreciate that.

But for the past few years I've told everyone don't get me anything and if you really really want to anyway, donate to a charity from a list of ones that I like. Makes me feel good, makes them feel good, and satisfies the "I paid money for something for you" quota for the Christmas season.