American Science Surplus has some great little gifts, from stocking stuffers to larger gifts. I loaded up on $2 Harry Potter science kits (search for Harry Potter) and got Wolfie an Ancient Roman Coin Kit that includes ten actual Roman coins (you can also get these on ebay), cleaning instructions, information on Roman emperors and others who appear on coins and a cd-rom database of images so you can identify your coins. Archaeology buff that I am, I'm really jazzed that he would be interested in such a thing. ;)
Anyway, check them out for all kinds of stuff you didn't know you needed at really good prices.