I always answer this question the same way: No matter what material gift you give, make sure to have your child write a personalized thank-you note to the coach. It will be most meaningful if it includes specifics about how the coach has helped her, what she's learned, etc. I used to work with kids and although I've forgotten all the picture frames and Starbucks cards and cookies and coffee mugs I was given over the years, I still remember the really nice notes a few of my students wrote me. My daughter wrote heartfelt notes to both of her beloved coaches for the holidays, and they really seemed to appreciate them.
For a material gift, our team parents typically go in together on a gift card we know the coaches will like. Most of them are caffeine addicts so it usually ends up being Starbucks. This year, I found some stainless steel mugs with a motif that ties in to a running joke the coaches have with the team,