Beauty accessories make great gifts and can run from very affordable to quite expensive and luxurious. Here are a few suggestions from a variety of categories:
(above) solves the problem. This is a gift that is sure to be appreciated. Want to really impress (at a rather large expense)? Fill it with makeup first! Brushes also deserve their own case and this Sephora Folding Double Brush Case is a nice one that would pair well with a train case. 
(above) is certain to impress. Cris Notti cases are quite nice and come in a variety of styles. Or for a woman who likes sparkle, check out this Stephanie Johnson Hollywood, Dana Mini Chain Bag
I actually really like the Plano 8600 fishing tackle box for makeup storage. It’s bigger than most makeup cases you’ll find, including the Sephora case, and it’s only $20 at Wal-Mart. Check it out!
I’ve been looking for a good train case lately, thanks for the tip Nevin!
I have used a tackle box for art supplies before. Certain ones would definitely work well for cosmetics.
I love the double clutch makeup bag! So cute and so convenient. I also think a makeup mirror (especially one that lights up) is a good beauty accessory to give as a Xmas gift.