thanks for all of the suggestions, guys. heheeh - the first few suggestions were not quite what i had in mind - hehe
stroop - haha, are you sure you are not my bf? he has all of the cd's you suggested. i guess all obscure rockers like the same stuff 
and he got a watch for christmas....good ideas though 
sigh.....
Sounds like he has good taste. If he is an obscure rock fan, then he must really be into music. Get him something music related as if to further encourage his interests. Plus any guy that has a girl that encourages whatever he is into is guaranteed to keep him interested in you.

Get him a gift certificate for a cool record store. Tell him that his CD collection need more, then go shopping with him.
More obscure suggestions:
Kings of Convenience - The new lp
My Chemical Romance
Of Montreal - any
Minus the Bear
The Colorbars
A Band of Bees
Husking Bee - Japanese pop punk
Ojos De Brujo - Barcelona neo-Flamenco
5,6,7,8s - Japanese girl punk band (featured in Kill Bill)
Puffy Ami Yumi - another Japanese girl pop punk band
Pinhead Gunpowder - Billy Joe's Bay Area non-touring side project
Carla Bruni
Hem - Alt folkie
Death Cab For Cutie - Seattle
Pretty Girls Make Graves - Seattle
Long Winters - Seattle
Murder City Devils - Seattle
Dillinger Four - MidWest political punk
Heatmiser - Elliot Smith's Portland band pre-solo
Stevie Wonder - songs in the key of life. note: I'm betting that 70's style soul/r&b will be making a big resurgence
Hank Williams III - alt country
Rufus Wainwright's sister - also alt country but I forget her name at the moment
Mary Lou Lord - singer songwriter
Jurassic 5
Propaghandi
Minor Threat
Pee Chees
Rainer Maria
Sun Kil Moon
Good Luck!