Since he's a baseball player, I'm going to assume that it's not major league and perhaps college or AA ball? Why not do something creative, that you could do on your computer - make a series of baseball cards of him.. .Get some pictures, get his stats (look at a real baseball card and see what info they put on them) and then frame it.
Have you been to any of his games? Or have any of his games been in the paper.. put together a scrap book of all his "highlights" where his team has gotten press.
Personalized coupon books are always a fun gift... be as naughty or as nice as you want to be... Be creative and have some fun with it -just remember whatever you promise in the coupon you will have to follow thru with in actuality
Otherwise - -what are his interests -- how long have you been dating?