My then 3.5 yo son was really into trains when his sister was born, so we got him a bunch of trains from a garage sale as his gift from the baby. We chose something that we knew he would REALLY like as a way to help him feel really connected and bonded with her. I felt that our son wasn't a kid who would necessarily care about "big brother"-related gifts. I mean, we got him a shirt and all, but that wasn't The Gift. It's sweet and sentimental for the parents, but not necessarily something that he would care about. Your daughter might be different. But that being said, I would give her something that you know she really really wants and say it's from the baby. Like a bike. Or a dollhouse. Or a special doll.
We didn't bother getting him a gift from us, because we thought that having it all only come from the baby would help him feel that she really loved him. Also, we had told him all along that she was our gift to him, because honestly giving him a sibling was the main reason we decided to have another baby in the first place. He still calls her his baby.
I also had my son choose a present for the baby. I thought it was so sweet that he asked to get her an exact replica of his favorite lovey.
And I'm not saying that doing all this made a difference, but he has been so awesome with her. He loves her so much. He has never once asked us to take her back to the hospital or the typical things that you hear about older siblings.
Good luck!