Bebesidethesea - Lego is usually about the same in dollars as it is in pounds so definitely worth picking some up if you can - even with the terrible state of the pound you will likely still save money. The cheapest place for Lego is often Walmart and it's always worth looking in their bargain section as there are often really good things if you can be bothered to rake through it all.
Abercrombie & Fitch is way, way cheaper in the US and they ALWAYS have sales on for things like t-shirts and hoodies so perhaps something from there. Clothes and shoes in general are cheaper so things like converse etc are always a good buy. Macy's are often very cheap for branded clothes.
Christmas candy may just be arriving in the stores once Monday is past, but there won't be much out yet. If there is anything out you might find some nice different things - the US is very good at themed food so even things like Ritz crackers with snowflakes printed on them, or packets of m&ms in red & green only for instance.
One shop that will definitely have their Christmas stuff out will be Hobby Lobby and you are sure to find something in there for him - they are great for Christmas stuff but also for wall art etc... You could easily get a really cool sign or picture for his bedroom in there really super cheap. (They also always have sales on so worth checking)
If he is into games then check out Target for games - they are also generally cheaper than the UK - card games like UNO and Phase 10 are usually only $5-$6 and they are often closer to £7-£8 here.
For maths things Toys R Us will be your best bet - there is a company called Lakeshore learning which are great for educational type things and Toys R Us usually have a decent stock in if it's a big enough store. (It'a quite similar to learning resources here in the U.K. but def cheaper)