Traditionally the first anniversary is paper, and I used this as inspiration for my present to my husband on our first anniversary.
I wrote down reasons I love being married to him, each reason on a separate small piece of paper. I then rolled them up into little scrolls and put them in a small box. I decorated the box with some leftover ribbon from our wedding (I surprised him on the day by having tartan ribbon in my bouquet and all the buttonholes that matched his kilt). And I also used some of the paper flowers leftover from invites for the lid. He really liked it and still has it.
He made me a puzzle book - it had Google earth images of places we've been and I had to guess where they were.
Sounds romantic until you realise nature and coincidence topped it all with something better - we got a BFP for our first baby on our first anniversary! That one's slightly harder to do intentionally.....