I Know my parents bought my brothers wife a necklace - one of the ones with a perfume bottle you fill so the scent lingers all day? However, it was just meant to be a little memento of the day, as they'd given the pair of them money.
I got nothing from my parents in law, nor did I really expect anything.
Have you asked your fiancee what she'd like? Does she wear a particular type of jewellery - gold/ silver etc?

to Groovy
