I can only speak for the Mc'D's around here but what bothers me most is that they just dump it into the bag.
I think the automatic assumption that pink is for girl and blue is for boy is what annoys me personally. Especially when there is an inequality to the toys themselves (and I've seen just as crappy boys toys when the girls have had good ones as well.)
They should not have colors, they should just ask every time "Which toy would you like?"
That way people don't have ask or return the toys.
Also, *around here* they often only have 2 toys in store available (sometimes not even that.) Even though there is a whole collection of them, they only open 2 boxes at a time so the children get little choice.
I say it would be best if they just had the collection (or a portion of the collections) posted and labelled (1, 2, 3, 4, 5...) Then ask, which toy would you like? I can see issues with this but it seems a lot less gender biased to ask then to just dump them into the bags. (PS: Burger King around here almost always has the whole collections available and they just ask which you'd like - but I'm not sure if they have a boys & girls (pink/blue) options.
... either way.. I still think it's cool that they give anything at all to the children.
Damn you people! Now I'm craving fast food that I know I shouldn't eat and I have an urge to go play with their toys.