Here's some Christian-themed gift ideas, depending on budget:

"Me Too" stories - I really enjoy these ones as they encourage talking about the book and the child's ideas of the world (eg "who likes baking?" or "what do dogs say?")
Toy Noah's Ark (these can get expensive!)
Small book of baby/toddler prayers
Child's Bible - there are loads of beautifully illustrated ones around.
Jewellery (eg small cross necklace)
A stone with the date of the Christening and a bible verse on
Pair of goalkeeper's gloves for football (as per the joke: Jesus and the disciples were playing football. Jesus was the goalie. Peter shoots and... Jesus saves!)