Two suggestions:

1. Get each signed up on Amazon so they can maintain wishlists. No confusion, no communication snafus, no nagging (except: “Have you people updated your Amazon lists?”).
2. Gift cards. To Amazon. You could pick a local store, but you will pick the wrong one.

Trust me. Working on niece #5. Even if you bug their rooms you will still be wrong. (“I thought she only wore black?” “Where’ve you been? She stopped that, like, last month.”)