From my side of the fence:
Group lessons - a card or note is wonderful, especially if it's a bit sentimental. I still carry a Valentine's Day card hand-drawn for me by a group lesson student several years ago. It was unexpected and very sweet.
Coffee Mugs - Make sure the mug can fit on the rink wall. Some are very tall and top-heavy, so they get knocked over very easily. (A student gave me a beautiful Thermos-brand mug. I had to mop up four times during that first day of use.)
Gift Cards - I was going to say to make sure your recipient likes the chain, but I guess there's something for everyone at most places, right? I don't like Starbucks' coffee (Dunkin' Donuts is my fav) but I do like Starbucks' bakery items.
My DDs' coach is selfless: she spends our cash gifts on my kids. I know she likes soups, so I think that will be part of our gift this year.
Other nice gifts I've received in the past:
. Boxed candies or homemade cookies/treats.
. Bottle of wine, that we served to guests at Christmas. I also used it for cooking on New Year's Eve since we don't drink.
. Framed photos of my students or DDs from shows and competitions.
. Warm fleece gloves to match my coaching jacket.
. Monogrammed/"#1 Coach" skate drying towels.
. Ornaments or trinkets with penguins or skaters or penguins skating on them.
. Amazon gift card because I buy a lot of training DVDs, tools, etc. to assist my skaters.
...along those lines, gift subscriptions to sk8strong.com, icoachskating.com, icenetwork.com, or skatepsa.com/PSA-TV would probably be appreciated, if the coach is of the mind to use them.