Shane's gift suggestion for the Threadless t-shirt giveaway is Team Fortress 2 holiday cards.
Other gems available in the Valve store include:
Left 4 Dead holiday cards
Plush Vortigaunt
Aperture Labs Propaganda Posters.
The Flamethrower Poster.
At Toycutter: Team Fortress 2 custom toys.
*Buy propaganda posters at eBay.
