You know, now that I think about it, I would consider getting him a cock ring, a fleshlight, and an anal plug. If he's an anal beginner, check out the bootie plug by Fun Factory. One of my favorite "triumvirates" is wearing a ring, using a fleshlight, and wearing the bootie at the same time. Raging orgasms ensue. Just a thought.
this depends very much on him, for example just giving him an anal toy out of the blue (without talking to him about it first and being sure hes interested) might freak him out a bit. A masturbator is probably the safest bet.
the best gift ive actually gotten my boyfriend is a anal plug for myself hes really into anal and me getting a plug turned him on and showed him i was willing to try i bought him a masturbator a while back but im really there to often for him to actually need it but its also godd if your on your period and you dont want to have to give him a handjob or bj which i am willing so its not really used lol