It depends on them and how much you want to spend. If you think about what they would like and then about what they can't get in the US you can make a list. For example, if they like rock music a Sam Roberts or I Mother Earth CD, if they like wine some BC Meritage, or Ice wine, etc. If they like Scotch the Cape Breton single malt is a huge surprise and very nice, but difficult to find.
If they like to cook there is the Paderno cookware from PEI or the Seagull Pewter giftware from NS as well. A bit pricey but very nice and a bargain compared to the European equivalent.
Please avoid the Cuban cigars as you don't want that hassle at the border... Also no unprocessed foods like fruit, meat, etc.
There is always the archtypical maple syrup and blueberry jams and in some cases very appropriate but a bit stereotypical.
Kids love nice t-shirts, hats, etc. depending on their age. That requires input from the parents or siblings about what they like, if they collect things, what sports they play, etc. Try to personalize it and keep the kids stuff in the same price range or they get jeaolous. :)
Best of all is to bring You!
NS Ice Wine
NS Single Malt