I used to shop here allllll the time when I lived in St Louis. The website has some nice ideas.
Catholic Gifts for Baby, Baptism & Christening, Christening Gowns, Statuary, Godchild and Godparent Gifts, Rosaries, Frames, Crosses, Jewelry, Keepsakes, & More!
For DD's baptism we only got a few gifts. Mostly cash, some day-to-day clothes, and a precious moments standing cross, a wall cross with a verse on it, a statue of an angel with a baby and a baptismal font, and a prayer card with her name's meaning on it.
Other nice ideas: some bible related toys like the fisher price noah's ark set or nativity set. A little "my first bible" boardbook, the wooden bead rosary mentioned already (DD has one, too, the one pic'd on the link above), or any kind of keepsake jewelry/charm that has some use when she's older.
For DD's baptism I also used one of my grandmother's old linen handkerchiefs and folded it into a bonnet (easy instructions if you google it, just 2 folds, 1 line of stitching, thread some ribbon through and tie it up. If she wants, and if she gets married, she can unfold it and use it as a handkerchief at her wedding. Maybe someone can give that to you in advance if they're so inclined. I think it's an Irish tradition, but it's too lovely to confine to one culture.
