Maybe instead of "getting something" for him you could try to buy tickets or set up a time and pay to do something active and fun together. Depending on where you live, maybe something like paying for a session in a paintball or laser tag place, then going together as a date? Weather-permitting, you could surprise him by renting a kayak or something and spend a day on a lake or river, or rent or borrow bikes and go on a bike trail he has never been on, stuff like that. Then you could wrap up the tickets or a note with an invitation of the place/time/activity that you guys will do together.
This would be especially good if he has hobbies that you don't normally participate in. For instance, if he likes a certain sport, or hunting or fishing, or something like that and you won't normally go with him, arrange it and then go with him and show a real interest in it. If it's an outdoor activity, you could prepare a meal that he likes to eat, pack it up picnic-style, but without any girly fru-fru picnic stuff. Just some ideas since you said he likes action.
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