They live in makeshift camps along the highway. They like blankets and backpacks too. Mexican kids pretty much want what kids anywhere want. If you have kids, ask them to fill a shoe box with all those free prizes they've accumulated over the years. Crayons or any school supplies are a good gift too because they're practical and fun and can be shared.
Sharing is an important part of Mexican culture.
Believe me, they'll know what to do with it. Last Christmas I almost couldn't bring anything. Things were worse than usual. Without that you can't buy insurance. And of course I didn't have it.