It really depends on what you do videos on. For instance, if you were doing gaming videos, you might want to give away something to do with what particular game you're playing at that moment. If you were doing Minecraft videos, give away a Minecraft code to one of your audience members. (or a couple if you can stretch that far). If you were doing Zelda videos, give away a copy of a Zelda game or a collectable to do with the series.
As Vanessa said, if you want to avoid high shipping costs, giving away a virtual gift may be preferable. Maybe a custom thing that you made or as I suggested, a code for a game or a game that can be gifted through something like Steam. It's all in the context really. Do what's easy for you but relevant to what you're doing. It'll keep your subscribers interested and happy, and in turn will get you more subscribers. A happy fanbase is the best thing you could ask for!