When friends are traveling and they ask this question (not all do, and that's a good think -'cuz really, how much stuff do any of us need or even want?) my first internal response is A ROCK! A big, cool, meaningful rock. But I resist that urge, knowing how ridiculous it would be to expect people to be hauling stones of any size in their luggage. Especially in a day when the weight limit is shrinking and luggage fees are being charged left and right.
The second internal response is CASH MONEY. That usually gets a laugh, but I'm serious. I have a jar of coins from all over and from different eras. No, not like a "collector" in the technical sense -- but yes, a collection. I have Italian coins from when my uncle was there in WWII. I have coins from almost all of the places I've visited and a lot of places my friends have visited or lived. Those coins are kept in a glass cube on my desk at home.
In a hand-carved wooden box I also keep a collection of paper money from many of these same places and friends. I love the variety of images and color and even sizes of the money. Often things about the nation and it's cultures are revealed or represented on the bills. I think that one or two of the bills i have may be worth a couple of bucks, but most of them are valued at less.
So yeah, if you ask me what you should bring me when you come from where ever you live in the world or from some globe-hopping of your own, the answer is easy. Cash money. No gift wrap required.