I have two thoughts on this, if I were to give my husband and one of his girlfriends an anniversary present. My very first thought was that I would stick to a gift that gives them an experience, like dinner or concert tickets. I don't think I'd do a weekend getaway for them, but that's mostly due to cost.
With a physical gift, unless you are buying something that has two parts, one for him and one for her, it might be more frustrating than anything, trying to figure out where to keep it, whose house it stays at, etc.
Also, are you sure that they would be comfortable with you giving them a big, expensive gift, like a weekend getaway? I think I'd be uncomfortable if my metamore gave me and our shared sweetheart anything extravagant on our anniversary. I'd probably check with your wife, if I were you, to make sure everyone involved would be comfortable with what you'd like to do. Personally, I am not sure I'd feel comfortable with my husband giving me and my other partner anything for our anniversary and I know that my other partner would not be happy if my husband gave us an anniversary present, since he doesn't really like me giving him presents, but tolerates it since it makes me happy. Just something to consider.