Has he had any form of anal play, ever? If not you'll want to start really small so you don't put him off.
This is a great first plug that can stimulate the prostate pretty well. He can wear it during sex or masturbation and build up an assosiation between pleasure and having something in his bum. It's not intimidating and it's very comfortable. He may or may not want to move on to something bigger afterwards, but this is a great and affordable start:
http://www.lovehoney.co.uk/product.cfm?p=16665
I love the look of the Aneros range too, they have lots of great feedback. They're pretty small looking too and designed to provide a lot more prostate stimulation, so could be a good buy if you have a bigger budget/want to go for more stimulation quicker.
For vibrating ones (which you don't strictly need in order to stimulate the prostate btw), have you checked out the Lovehoney bionic bullet range of plugs? They're pretty much all great :)
And remember plenty of good quality lube. The lube can be the difference between an awful first timne and a mind blowing one!