Sometimes you just have to say something like, "Oh, I'd like this thing!" During the course of the rest of the year. This makes it so they actually do get stuff you like but don't feel as if they shouldn't have gotten you anything. Honestly, I think what you do depends on how open to confrontation you are.

Because what if someone got you something that they're really excited to give you, but it's just not something you want? If you show your disappointment to them, all it does is discourage them from getting you things in the future and makes them feel bad.

I don't think that's the situations OP is in. Honestly, it just sounds like they're a sensitive person who really feels things deeply and in consequence, they show their emotions more often than others. This is very much not bad! It just means that they've got higher empathy and stuff. These other people are the ones in the wrong and you're acting like them.