In the spirit of Christmas, we're going to talk about gifts (Look at me, using "we" outside of a math paper, where it's the norm for whatever reason).
I like to give (and receive) gifts that are things that the recipient wouldn't have thought of by themselves, but would appreciate in retrospect.
A perfect example is a pair of skydiving tickets for someone who had never thought of skydiving before. After some persuasion, they ended up actually using them and really enjoyed it.
This is one of the few times that giving something other than cash is better as far as maximizing the recipient's happiness goes. The gift receiver presumably knows their own interests better than you know them, or at least you'd hope, so giving them something you know they like rather than cash (and the freedom associated with it) is just saving them a trivial amount of time, plus it locks in their choices.
Properly done (in my view), gift giving is an opportunity to use that lock-in to (politely) force someone to try something that they wouldn't have otherwise.
As far as their preferences go, this is the one area you can actually make a difference in. If you know they would enjoy some activity but they've never shown any interest in it before, make them do it by giving it to them for free. Unless they really hate it, few people can resist "free".