Rechan -
There's a few things that might depend on what exactly the player is envisioning.
Does he want specifically to fight "unarmed"? If not, then just copy the stats for any one handed martial weapon and say it's the "leather fighting gauntlet". If finding enchanted ones as treasure hurts your idea of realism in your game world, you can always say the fallen empire of Rah-key Ba'alboah perfected a long-lost fighting technique using this gauntlet. So while you wouldn't find them on the shelf at the local village weaponsmith, it's perfectly reasonable to find a rare, ancient magic one in a dragon hoard. Plus, the players can always enchant them too. So you might only need to place one or two as treasure over the whole campaign.
Hopefully he doesn't want to be pure unarmed too... I'd try to steer him away from that. You can do as suggested for the ranger/monk, but I think that solution is lacking because if you can't get the enchantment bonuses (including bonus critical damage) on your unarmed attack, you'll lag behind. You'll still need some kind of gloves or "ki straps" or whatever in that case.
You mention that he might want to "eventually" throw the shield. Does he fight mainly with the glove and the shield is just a secondary attack? And does he want to bash with the shield in melee too? And if so, is melee shield just a side thing or a major feature?
If it's a secondary attack, then the build I'd go for is sword and shield fighter, with a feat allowing him to throw the shield as a weapon - again, copy the stats for a one handed martial throwing weapon to use for the thrown shield. For balance, compare if he actually had the throwing weapon instead of a shield, and the Two Weapon Defense feat. Feat 1: you can throw a light shield like a 1d6 thrown weapon (choose one and copy stats). (Same AC bonus as TWD) Feat 2: You can throw a heavy shield like a 1d8 thrown weapon (choose one and copy stats). (Better AC bonus but one more feat.) He's doing a little better than the standard two-weapon melee/thrown fighter with TWF/TWD because he also gets the Ref bonus from the shield, but... meh. He's not getting the to-hit bonus of TWF, I think it's pretty much a wash.
For minor melee, a third feat allows him to treat the shield as an off-hand weapon doing 1d6 (choose 1d6 weapon and copy stats). But for balance, he can't use the shield as a weapon for purposes of TWF/TWD feats. He can mix in some of the fighter's shield related exploits as well.
Finally, going with this shield-as-weapon style, let him find and make shields that are enchanted just like weapons. (Any enchantment that can affect a thrown weapon.) No defensive enchantments on these shields, that would break the slot system. It will be expensive for him to bear the cost of two separate enchanted weapons (shield and glove) which makes me less afraid it'll be broken.
If he wants shield attacking and throwing as major features, that's going to be a little tougher. I do like the idea of the cleric whose ranged powers just have the flavor text of a shield throw. In this case do not treat the shield as a weapon, treat it as an implement. You can hold an implement and a shield simultaneously so there's no balance impact I can see. He'll be just like a regular cleric with an enchanted implement for ranged powers and an enchanted weapon (glove) for melee.
Finally, if the shield is a major feature and it's usable ranged, I think you pretty much have to go ranger, because ranger is the ranged attacker. Tacking ranged stuff onto paladin or fighter just isn't going to work IMHO. I'd say for the shield ranger just follow the above advice about throwing and bashing feats and shield enchantments, and I think you could use the regular ranger build otherwise.
I like that you're trying to accommodate your player's wishes. However you do have to be sure that he still does have to make some choices. He can't have everything - he can't be as good a defender as a fighter and as good a ranged attacker as a ranger by loading too many goodies onto his shield abilities. I'm not saying he's some crazy munchkin trying to break the rules here, and it sounds like you are sensitive to the issue. It's just that you can venture into the "too much" zone accidentally when you're in accommodation mode.
In fact I think the idea of presenting him with different builds based on the different classes is a perfect way of framing this. That should help you present the trade-offs in a clear and concrete way. "This guy (fighter) mainly beats people up with his glove, and can throw the shield for minor damage... this guy (ranger) can actually use his shield with lots of fancy powers, but he's more fragile in melee..." etc.