I guess I feel a little differently...I don't give a gift and wait to be "appropriately thanked"...I just give a gift because I want the other person to know I thought of them. It doesn't really offend me if I don't get a thank you.
However, I will say, I've learned over the years that there are people in my family who NEED to be thanked, or they get resentful....so I send them a thank you note.
If you enjoy buying the gift, but it bothers you that they don't acknowledge it, why not just call every single time and ask if they received it? After you do that a few times, they'll usually get the hint and start texting/calling/mailing a thank you. If they still don't, I agree that a nice card or a charity donation is the way to go and much more in the spirit of the season.