What I would suggest, and what I do with my partner when we go to family events together. We don't buy presents separately. We buy for everyone, and then write both of our names on it, whether or not we paid for it together.
It will be a good way to get out of kind of feeling embarrassed by not knowing what to get them. Your boyfriend will know his brother and sister, and his parents well enough to know what to get them. You can chip in a little bit of money towards them, then you stamp those presents with both your names!.
Simple and Done. :)

You buy them gifts together, you and your boyfriend. That way, you have someone who knows what they will like and you aren't trying to spend a crazy amount of money. You can also make your own gifts, baked foods even. My boyfriend's family is so big that they do a Secret Santa which I'm included in - one gift for one person. I usually end of buying more gifts than that, but that way I'm not trying to buy every cousin, aunt and uncle something for Christmas.

For parents, if you're at a legal age (21) you can buy wine and/or bring a cake/cookies, though make sure no one is a diabetic. That's for the dinner/family gift. For the parents you can give them something for the house, like a decorative piece or kitchen ware. For the boyfriend, whatever he likes, stray away from cloth. For the sister give her a clothing store giftcard she likes to shop at, and for the brother a video game. Or you can give them Visa giftcards which can be used anywhere. 

Thanks for the advice!  I'm thinking I like the idea of baked goods and wine!  Though his mom and him are the only ones who really drink it :)  Buying gifts together is kinda difficult because I won't be there until the 20th... There is a whole distance thing I forgot to mention, but when I get a chance to talk to him on the phone (sadly, he's in training where he can't talk on the phone), I will ask him what he thinks!  

I'm getting my boyfriend's parents some nice wine and posh chocolates. I'm not getting his siblings anything because a) I know they won't bother getting me something, and b) because I probably won't even see them over Christmas at all.

I agree with some of the commenters, it's best to get a gift for his parents and siblings together.  (If I were you, I wouldn't buy gifts for all the aunts, uncles, cousins, etc.)  He should have an idea of things that his immediate family will like.  For the rest of the fam, I'd bring a baked goodie or other treat to be served at dessert time.  I know it would be nice to make goodies to cater to the dietary needs of everyone, but with large groups, it's impossible to please everyone.  Thankfully, mostly all of my family can eat just about anything, so that's not much of a concern.  I'd go with crowd pleasers or fam favorites.  More importantly than the gifts and baked goods, I would be more concerned about what topics I'd like to engage in conversation with his family, learning about each member.  (Then next year, it'll be much easier to come up with ideas!)  A gift of friendship never goes out of style.

@P0RCELA1N_D0LL@xanga - I agree! I think if you wanted to get something for the whole family, you could do a nice gift basket and with help from your boyfriend, include a little something for everyone. Bonus points for homemade baked goods :)

I agree with buying the gifts together as a couple for extended family. Your boyfriend is going to have a better idea of what they have and dont have. Unless you have a very close relationship already with his mother (or other family member) it is difficult to buy singly. My mother-in-law and I actually visit frequently through the year for coffee, etc, and so I feel close enough to buy something special for her without offending the rest of the family, and buy together with my hubby for everyone else.