Been there!
Has he been to visit you in the US yet? One of my first gifts to my UK bf (now husband) was a sweatshirt from the state I was living in at the time (although US sizes run bigger than the UK, and they don't wear clothes as baggy, I've learned that now). Something that's unique to your area might be nice -- at the risk of generalizing, the culture in the UK isn't as diverse as the US, so there's lots he may not have had much exposure to. For example, I gave my husband his first tastes of zydeco, blues, American football and baseball... the list goes on.
Ordering from a UK web site will certainly facilitate the shipping process, though it'll obviously limit your options. Keep in mind if you do ship something over yourself make sure that the packing slip specifies that the items are gifts, that way he shouldn't be charged an import duty.
How about a web cam to help keep in touch?