My sister has a lot of money and always overdoes it for us at Christmas and that makes me feel really bad. Even when my husband was working we were just making ends meet and barely able to do Christmas for our own kids. So, needless to say, all I can ever do for her is bake cookies or make some sort of craft. I wish she'd stop doing so much for us but I can't seem to get the message through to her.
Feeling Less Than
I'm sure it makes your sister feel good to be able to buy you things, and not because you can't afford to buy for yourself but because she loves you and wants to spoil you. If her Christmas joy really bothers you tell her that you want her to stick to a $10 limit for you and then go crazy buying for the kids. At $10, I'm betting you can find something fun at the Dollar Store that she'd get a kick out of. Even better, do a Dirty Santa gift exchange with the adults. Everyone get something for under $10, draw names to see what order you pick a gift in, every time someone opens their gift they have the option of stealing the gift opened by anyone before them. It's affordable, and fun!