Here are some ideas:
My ex did this for me on our anniversary but you could do this for him (rather romantic though so if he's not into mushiness don't do it).  Buy a nice looking bottle of wine from a place that doesn't sell the regular ole stuff you can buy at the stores.  Find one that isn't completely covered with a label and then have it engraved with your names and the date and/or a special poem or nickname.  I still have mine and even though we broke up I will keep it forever because it's so beautiful and the most unique thing a guy has ever done for me!  (HINT HINT GUYS TOO)  

I work in a jewelry store and this Christmas I recommended watches for men...but to add a more personal touch you could have the date and your initials engraved on the lid of the watch (that's memorable too).
A prepared dinner for him might also be nice, because I think too often they worry about what to spoil us with...they might be appreciative of the gesture.  Just tell him before hand you've got the dinner arrangements planned!
If your man smokes you could buy him a couple expensive cigars.  Or an engraved flask is another idea.
Or there's always buying yourself something nice from Victoria's Secret and seeing what he thinks about that LOL J/K!!!!
Good Luck !