Maximus is good but it can be a problem if he has chemical sensitivity - then it burns. I use Probe Thick and Rich, and I've heard from others with chemical sensitivity that it seems to be pretty neutral. It's not quite as thick as Maximus and it's a bit stringy (takes some getting used to), but it works well.
Choose something small and non-realistic to start. Bootie, Little Flirt, Slim Pleasure #1, Buddy and Encore would be good plug choices, since they're small and can be used for both static put-it-in-and-leave-it play as well as for some thrusting.
A toy such as the Tantus G-Force can also be fun. It's small and not too threatening, and it can be used by both you and him anally or vaginally (it's silicone so you can disinfect it).
A small smooth dildo could also be used. I wouldn't recommend a prostate massager unless he expresses an interest, since they're more special-purpose and some men find that they don't work on them.
Start with the finger, definitely, and start outside. For everyone I've discussed it with anal/prostate play does change the orgasm, but it's different so you might need to try it out several times as a couple for him to start to appreciate it.
Don't worry - he'll still like other sex play as well.