We never show up empty handed. Just cannot do it. May be a cake I baked (I make a MEAN cake) or a bottle of wine, but there is always a gift to say "thanks" to the host, and for them to put out if they choose.
I always bring something with me--even if it's only a bottle of wine or some little food item. I stock up on wine from vineyards near my hometown when I visit home and take them as gifts to parties. It's the thing I'm known for.