You can try some terracotta pots with the bottoms removed. I get the 4" kind, take a hammer and screwdriver, put the screwdriver against the bottom of the pot and tap lightly and it comes off. Then, if you want you can tap on the side of the pot and crack it in half. Just make sure you sand it down with fine sandpaper so there are no sharp edges. The pots are very cheap and sandpaper is pretty cheap, and it makes a good cave for them to swim in. Just don't put it in there with the bottom in tact, because they will try to swim through the tiny hole and will get stuck! I would also recommend boiling the pot for up to 15 mins just to make sure there's no bacteria, etc. on it. I use these in all my tanks, with natural color gravel and silk plants and they look very good and "earthy", not tacky.
You can also put in mugs, cups, etc. that have been washed in hot water. I think you could also get some PVC pipe and build something for him to swim through, but again, make sure that it is clean. Hot glue is safe, as long as it is not colored, and you could glue on a bunch of silk vines, etc. from a craft store (just make sure there are no pointy parts and no wire, because that will change your water chemistry).
How big is your tank (sorry if I missed that in a post earlier)? Is it cycled? Do you show him a mirror at all? I have 4 guys that definitely bite their tails and I am still trying to figure out why 3 of them do it! I have noticed that when I give them higher quality food, they tend to bite much less and their tails grow back faster. You might want to look into getting some New Life Spectrum small fish pellets or try Ken's Betta Crumbles
, both of which I use, and my guys are doing much better on those than on the cheaper Wardley's or Aqueon I used to feed. Also, some frozen bloodworms would be very good. Having a high-protein diet will help regrow the tail faster, and might also be one of the things contributing to the tail biting.
Just some food for thought! (no pun intended! :)