I am a BIG online shopper. First question: Do you have any credit cards that let you shop as a way to redeem some sort of points? I got presents for all the nieces and nephews last year through my American Express Rewards shopping benefits -- presents for free from reputable online companies, and the kids were thrilled with what I found.
I like to send fresh fruit and stuff to my older relatives in different states for the holidays, and I almost always go Harry & David (www.harryanddavid.com) for that. They often have online specials. For gift baskets, I think Wine Country Gift Baskets has pretty good deals and variety.
Got any book lovers on your list? www.bookcloseouts.com is my favorite for new books for deeply discounted prices. Have to keep an eye on what sort of book it is and whether it has any damage (very rarely they do), and the books may arrive with an ink slash on the page edge that means it was destined for a library or something, but nothing's ever arrived in such condition that I didn't feel right about giving it for a gift. I will usually read the reviews on amazon if I have any questions about the book (bookcloseouts.com doesn't offer much in that way), but if it sounds good I will buy it on bookcloseouts. And they have a pretty decent variety of books and book sets for kids. (for instance, book-and-stuffed-animal packages for very small kids, and the most recent Chronicles of Narnia packaged set for a fraction what I paid for it at Barnes & Noble, WITH a discount card!)
Oh -- something I don't think anyone's mentioned yet. Try to have your online shopping done by the beginning of December, if you're shipping to yourself for wrapping and whatnot. Express shipping fees get VERY expensive -- more than the price of the gifts! -- if you're not careful about your timeframes.
And, BTW, I did buy some Discovery Toys for my daughter recently and have been very pleased with the quality. She LOVES the bathtoy set particularly.
Hope this helps! Please let me know if you have any questions!
J.