My pen pals normally didn't suggest any items that were beyond basic necessity. But every now and then you just have to slip something in the box for "sh*ts and grins".
The Fart Machines are always fun, but tend to get someone in trouble. Self inflating woopie cushions, available in the toy section at Wal-Mart, are much cheaper and just as effective.
By far the strangest item I sent was an inflatable Halloween costume. It was an adult sized, huge ballerina costume, with elastic at the neck and cuffs, and a battery powered fan that inflated it to the size of (just guessing here) a 300 pound person. I did it for 1) laughs on their end, and 2) to get some communication back from my contact that wasn't very good at writing.
Unfortunately, I don't know what ever happened to that box. About the same time I mailed it, the seargent was shipped state-side for emergency (sympathitic) re-assignment. He and his entire extended family is from the Mississippi gulf coast and everyone lost everything in Katrina. Fortunately, no one died, he was re-assigned to the area, and FEMA actually helped his family.