I would buy him things he really needs at this point: a good wedding planner, books such as The Five Love Languages by Gary Chapman and Parent Power by John Rosemond, and useful items for the baby.
His Needs, Her Needs for Parents...
A gift for being a father to be. The book on preparing for marriage is not a good option, as he and she are at the moment on the outs, and I don't think the kid is ever going to get married. And trying to turn him onto this website is never going to work because he'd just find some way to use it against me. (he's never been that nice to me, even though i'm trying to repair our sibling bond.)
while that would be funny, it's a little too late for that.
It's a gift for him. He's more scared about it, and i wanted to give him something to show him i support him. What do the other fathers think was the most useful thing they had their first kid?
Show your support by being there for him. A simple heart-felt letter stating your trust and support in him will let him know you've got his back and that's likely what he needs more than any object at the moment. You can always include some cash or a gift card.
Something that is generally symbolic of male maturity or of a fathers duty to support his family. If possible something that suits his more mature interests. I think it should in some way signal to him that he must once and for all leave his boyhood behind. A tie, work boots, a picture frame for his daughter, a leather wallet, a pocket knife, an alarm clock.