I think of a geegaw as something shiny and decorative and wearable. That Madeleine, she's always got geegaws all over her sweater.
Doohickeys do something. Give me that doohickey, the one that turns to the left.
tchotchke and knick-knacks are decorative things that sit on shelves and need to be dusted (or thrown out). they've probably got some kind of sentimental value. i think of them having different cultural meaning and value.
I think the other words also have different meanings from each other for the most part - a few might be interchangable, but generally no.