I didn't for my undergraduate thesis, but I have the same supervisor for my PhD and he's been very good to me, so definitely will when the time comes. I've heard of students giving their supervisors nice bounded copies of their thesis, wine, a copy of an old book that they couldn't get their hands on, brought them out for dinner... a book voucher might be nice (if not a tad boring, but an academic is sure to get use out of it!) :)