If he's just 3, don't forget that he will supply most of the interaction needed in the form of his own imagination! One of my absolute FAVORITE toys as a child was a rag doll that my mom made one year...no gadgets except her homemade outfits. I still have "Sue" today.
My middle son is also 3 and loves baby dolls. He tucks them in, and for Christmas he received a set of baby doll bottles (the kind that seem to empty due to the optical illusion) which he loves! A kind of strange gift for a boy, perhaps, but he will be a well-adjusted man when he grows up. He also received a piglet that came with a bottle which makes little grunting noises and wiggles its nose (bought at Walmart, I think). It was too cute to pass up. He loves that piggy too! He is very well-rounded and also loves cars with a passion, more violent toys (even if I don't like them) like cap guns/pop guns/swords, both the evil and good action figure guys, balls and sports, drawing/coloring, and a good amount of dirt and sticks and stones and playdough and goo and bubbles...anything that makes a good boy mess!
No matter what you choose, good for you for indulging him. They are only small once, enjoy it!