Geek's Dream Girl has some useful suggestions.
This isn't a naked plea for prezzies from my players, but instead a reminder that it would be nice to tell your GM how much you appreciate what s/he does to entertain you. GMing is fun (or I, at least, wouldn't do it), but it's always nice to hear that your work is appreciated.
GM's Day is actually several years old, and happens to be the anniversary of Gary Gygax's death. This is a coincidence, as GM's Day predates the passing of that gaming icon. Here's a posting from ENWorld from 2005 discussing how it began in 2002 (original thread).
Do something nice for your GM(s) in March - even a sincere thank you is always nice.