You'll be wandering round B&Q soon thinking 'we could use that'
We have been together 20 odd years and have always enjoyed this side of our sexuality, in fact it was the main reason we were attracted to one another. Experiment, if you don't like it, you don't have to do it again 
I personally don't like gags or blindfolds, or porn for that matter, they just don't do anything for me. Everything else you mentioned, we've probably tried
some with more success than others during the years.
It sounds like you have a really healthy relationship with your DH so just enjoy yourselves
You need a 'safe word' though, as sometimes with these things, there is a bit of 'oh no don't do that it hurts' but if you agree on safe word it means if you say it he has stop immediately. The idea really is that you shouldn't have to use the safe word as your partner should know your limits, but it is essential whilst you are still exploring this side of your sexuality.
Mine has always been RED which means stop immediately or YELLOW for 'that's still ok but only just' .... I don't think I've used either for many many years!