i definatley would suggest getting him something. I know my parents didnt let me explore many things when i as little, and now that i can do things for myself i find myself realizing i missed out on so many things, lord only knows what else i would be into if i had the chance to explore! My first choice would be a millipede. i had one and LOVED it, i think that he will really like the feeling the legs give when they crawl on you. If you get an imperial scorpian it shouldn't be harmful to him, if it stings/pinches him, he might hurt it, but he is also 4, they have the potential to hurt anything. lol. i've never sceen/had a hissing cockroach, so i can't really comment on them, but i would say get a millipede. If you do, make sure the liquid that they let out is not swollowed or gets into his eyes.
good luck! keep us posted!