If tying him up is a fantasy of yours and he's willing to do it, go for it. If you're just looking to add some variety I'm sure there are many books that cover techniques, positions, roleplay, S&M, etc. To give you ideas and what not.
One of my main fantasies is to wrestle around in baby oil. Messy, but sounds oh so fun.
Personally, I don't like my balls messed with, but that's just me. I don't find it pleasurable and since I have a varicocele it can be painful.
I like it when a girl just takes charge and does what she wants. It's a nice break from having to be the dominant one. Of course, that always depends on the person. Some may want to be one all the time, some may want to switch.
Your last question is worded perfectly, drive him crazy. The brain really is the most important sexual organ. It is absolutely possible to reach orgasm without any physical stimulation at all. When you've got him tied up spend a good amount of time just talking to him and teasing him. Teasing him with your body. A little stripping, touching yourself, etc. Tell him what you want to do to him, but don't do it, just let it build in his brain. Put your body close to his while explaining what you're going to do. Hover your face, hands or breasts over the area you're talking about, perhaps simulating what you're going to do. It's a step towards touching, but not, driving him more crazy. You'll also be getting very aroused and crazy too, so try to hold off.
Then when you begin to touch him, make it slow and full body. Slide your hands and body parts, hair, etc. slowly and softly over him. He's already crazy, but keep it going. Try to avoid his penis as that's what he wants you to do. Get close making it seem like you're going to finally please him, but then back off. There's no script, but you get the idea. Once you start to pleasure him you could even stop before he reaches orgasm, and do it again. Depends on how cruel you want to be. However, at the end of the night no matter how cruel you were in holding off, it will be one of the most amazing orgasms he's ever had. It's not a daily thing, but it's great on occasion.
Some other night, the tables turn and it's your turn.
Lastly, it depends on the person and the couple. Some like nipple play, some don't, and some don't know it yet. Roleplaying is always worth a try. Even phone sex. Mutual masturbation. A little roughness. The possibilities are endless. You really have to talk to each other and try things out. But go ahead and surprise him with something new if you like. Just try to gauge if he's comfortable with it. Most likely he'll be excited about it.