In this article from the N.Y. Daily News, Martha Stewart's advice is to save the turkey neck and gizzards for use in making a stock to enhance the flavor of the gravy.
Now I have heard this explanation for many years, but I have never known anyone who succeeded at it. From what I can see, the reason is that the neck and gizzards don't produce much in the way of juice or drippings.
My mother was a good Thanksgiving cook, but even she couldn't seem to coax much of value out of the turkey neck. She'd leave it in a small pot with about a 1/4 cup of water over it, and then she'd let it simmer.
Sure enough, the water would evaporate and little of anything would be left to add to the turkey gravy. According to the article I've cited:
Says (Martha) Stewart: "It's not difficult to make a delicious gravy if you start with a really nice, rich stock."
That means you shouldn't throw out the gizzards, liver and neck when you put the bird in the oven. Instead, simmer these with some leeks, carrots and fresh herbs while your turkey's roasting. The stock is then strained, and skimmed of fat.
I have never seen anyone do this and yield anything more than a negligible amount of stock. Maybe we weren't going about this the right way, but I'd be curious whether anyone has had genuine success in this area.