How does he play music? Does he download or purchase CDs? Some ideas are: an iTunes or local music store gift card, a stand with speakers for whatever mobile device he owns, an internet radio.
For movies, does he have a favorite actor? What genres does he like? How about tracking down some that he hasn’t seen yet or really liked, but hasn’t seen in ages? What about a boxed set?
Has he ever mentioned an old television show that he enjoyed? These are usually available on DVD and at reasonable prices. I bought Lost for the SO for Christmas, and we had a blast watching the series together.
Would he be interested in any type of memorabilia? eBay is one of my favorite places to shop for ideas. For example, the SO is a John Lennon fan. I’ve been considering buying one of Lennon’s lithographs as a wedding present. If your guy has a favorite movie, there are often posters available. Autographs of performers and musicians as well.
You mentioned that you aren’t a romantic, but is he? That might help with some additional brain-storming.