TIP: Google specialty shops in or near your town and if far away, let your fingers do the walking - call before you go and ask if they have a CD or something you want. If so, ask if they will hold it for you. If they say no, offer your credit card, and get down there today to pick it up.
Worst case, send food! Go to your Kosher section at the grocery store, or go to a thrift store to pick up a basket and buy up fruit, nuts, teas, honey, and a few mugs and put them all inside with a ribbon. Or, make a CD of your own favorite music - doesn't even have to be seasonal. This makes a wonderful gift. Just remember to type up the songs and artists in order of the playlist so they can know who did that wonderful song...
As for the books below that you can't find in a local bookstore: Amazon and Barnes and Noble should have overnight shipping.
The list called Amazon Gift Ideas for Hannukah can be found HERE, containing several books of note.
Among them, one of my top 10 favorites: Mans Search For Meaning by Victor Frankel. This covers experiences in concentration camps - how in that which we routinely liken to hell on earth, man can still find beauty and meaning in life. Since most of us can say our lives are better than those circumstances, it's a pretty profound idea to look around and change your perspective on EVERYTHING toward the positive, no matter what is happening for you. Read more in Wikipedia. From $6.50 in paperback to $11.99 on sale.
And a collection that is getting quite a bit of attention, written by an old friend of mine, Racelle Rosette Schaeffer, called Moving Waters. On Sale for $11.90 on Amazon
The Jewish Book of Why: this best-seller has been an essential resource for Jews seeking to better understand their own heritage and for non-Jews desirous of understanding the lifestyle of their neighbors. On SALE for $16.47 on Amazon
And here is an amazing list that I found on Erika Dreifus's blog, entitled my year in Jewish Books: