I have some Sennheiser PX 100-II over ear headphones that I wear at work. Got headaches from the ear buds. These have pretty good sound and not overly expensive. Here's a link
I'm the same way, however after Christmas I'm always "Darn, I should have asked for ____" So last year I started a list in my google docs, anytime I found something I wanted but couldn't afford at the moment I added to this list. Some items I know are too expensive for the average Christmas gift.
This year, I'm wanting some comfortable headphones for work, a couple of books, some new polo type shirts for work and sadly, ear & nose trimmer(damn hair is starting to sprout in odd places)
I've worked with a few interns over the past few years, so as far as office etiquette, pay attention to the people around you, Don't gossip, always ask questions if you don't know the answer.
Even though it's an internship, treat it like your first job. Get as much out of it as possible so when you get out of school and join the working world full time, you will be better prepared.