Birthday gift for someone who says they don't want a present.

[energizer bunny]

So the question is what do you buy someone who insists they want nothing?

Nothing

A better question that would probably help me out, is what would you buy someone if you had to buy a gift for someone you don't know?

Same as my first answer. 

If i really cared for someone and didn't know what to get them, i sometimes write them a poem but if they insist they want nothing, i can understand and respect that. So they'll get nothing.