Sorry, I think Denny is a smexii beast, but I have no fishing pole(i'm lazy) and I cant seem to find anything he likes. x.x
You will get benefits from using a fishing pole since many villagers like fish and it is a cheap gift, but there are items Denny likes as gifts.
You can find Sea Urchins occasionally on Sprout Island. They are a 300 point gift for Denny. He also likes the following crops: Turnips, Spinach, Cucumbers, Cabbage, Raw or threshed buckwheat and edamame. The crops are all 300 point gifts. If you give Denny 5 of these items you will get his 5 gift sunstone, you will have to wait a while to get his head of household sunstone if you only give him 300 point gifts. He must be at 7,000+ (about 2 hearts) to get the head of household sunstone. Fish are 500 point gifts for him.
You will need to eventually fish though if you intend to complete the main goal of the game. You must ship 100 fish in order to obtain one of the sunstones.