My husband is a captain in the fire department, as well as a paramedic. It's definitely challenging at times. It'll take you a while to get used to those 24 hour shifts I bet.
The district should provide him with just about everything he needs (including the duffel bag, actually). My husband has to bring his own bedding and toiletries. So maybe a new set of sheets or whatever for him? My DH also has an extra electric razor that he keeps just for the job, so that's another idea.
The firefighters prayer plaque are pretty popular. You can get them all over the place.
Maybe a gift certificate for a tattoo?

Seems every firefighter I know has one.
Not at all related to the profession, but maybe instead of a gift plan a nice vacation? The first year can be pretty brutal for some probies, depending on who their captain is (happy to say my DH is one of the nice ones!). They often get stuck doing the grunt work.

He'll be looking forward to a vacation after a while I'm sure.