How old is he? I'm not Catholic so I'm not sure what the typical confirmation age is, but I'm guessing he's younger than a late teen?
My first thought is a Bible but ask his parents -- he may have one he already uses a lot, if he used it for his confirmation class.
Go to a Catholic bookstore or any Christian bookstore and look at what they have. There are a lot of devotional books aimed especially at boys of certain ages. I say to visit a bookstore, rather than buy online, because I'd want to look through the books thoroughly to see if they had the kinds of messages that might be meaningful for him at his age; If they are too "old" or "young" for him; and if they use examples from things that interest him now (for instance, a kid who was way into sports might like a book with some sports-themed examples while a kid who just wasn't sporty might find that dull).
I buy my daughter, now 13, religious devotionals a few times a year so I like to look through these kinds of books and know there are many kinds, styles, etc. Some go too far to be cute and hip, while others are too grave and grown-up, but you will find something good for him. Talk to the bookstore staff for help.
Is there a good, age-appropriate Catholic magazine or religious magazine for kids his age? My daughter has enjoyed getting a monthly kids' Christian magazine called Pockets, with articles, fiction and devotions, but she's too old for it now--maybe there is one that's right for your nephew's age. A magazine is a gift that reminds him of you every single month and keeps God's word in front of him regularly even if a book gets set aside.
If he is really into his church experience just now, and really involved at his church, you could ask him and his parents if you could donate something to help his whole confirmation class or the church youth group if he's in it -- they or the group leaders might have ideas for a donation in his honor. (But do still get him something too!)
I think it's lovely and touching that you are taking this special moment in his life with such consideration.