When I was PG I dragged DP to the "Build a Bear" shop & let him pick out the bear & the outfit & we had him stuffed just right so he was perfectly cuddley...
Not only was it a fun thing for us to do together but the bear is a definate favourite with Punky now.. even if his Mounty uniform has fallen by the wayside lol, & he's naked...!

The other cute thing about the Build a Bear is that you fill out a birth certificate too - ours has "To Bubble" as that is what we called her in utero & we hadn't yet decided on a name, I can't remember now whether we already knew she was a girl or not.. I think we did. DP also got to name him, "Arnold". Thankfully Punky WAS a girl, because he actually liked Arnold as a boys name!!

I'm sure whatever you decide to get or make, if anything, will be perfect, or, like LuLu says, something quite unexpected could become your "special" thing.