This is my third serious boyfriend. I think I'm his second. He's into fairly hard-core masochism. Not like smack-me-around-a-little-Master masochism, which I'd cheerfully go along with, but shit like choking and knives and fire and no safewords. He's also tried to convince me to fuck him without lube or preparation, which doesn't sound like a good idea to me. He says that he's played like this before, but never to the extent that he wants to. I'm wondering how rough can I get without actually hurting him? Any suggestions for good books or Web sites?
Your boyfriend is into "edgeplay," and/or possibly "RACK," (risk-aware consensual kink) the recently named alternative to the long-used and unnecessarily apologetic-sounding "safe, sane, and consensual" label for S-M activity. There's a little essay which explains the distinction between SSC and RACK here: www.leathernroses.com/generalbdsm/medlinssc.htm. But for those who aren't online right now, the idea behind risk-awareness is that you acknowledge that what you're doing is potentially dangerous (rather than pretending that knowledge and precautions can render any activity completely "safe") and agree to accept that before continuing. It doesn't mean that you have to do dangerous stuff, or that you do your dangerous stuff less safely far from it. Truly "risk aware" kinksters, after all, are presumably also aware of things like proper technique, good gear, and common sense.
As for how far you can take it, well, that surely depends on which "it" you're talking about. There are a lot of things on your list with a wide variety of potential risks. Knives and fire, for instance, can both be managed with little risk of real harm, assuming you know what you're doing. You can take a class on knifeplay, for one thing; and for another, a very sharp, very clean knife applied lightly to a nice expanse of muscle like the upper arm, thigh, or the ever-popular buttock just isn't that dangerous. Fire, in the form of dripped candle wax, singed arm hair, or flaming swathes of alcohol, can give a similar big-bang-for-small-danger buck, again provided you know what you're doing. Of course, the most experienced, dedicated, total freakazoid sadist I know did kind of set his girlfriend on fire with flaming hand-sanitizer once, and in front of an audience at that but even they emerged more embarrassed than crispy. For tips and tricks, it's probably best to learn from an experienced player or take a class, but failing that, Greenery Press's Toybag series is probably your best resource.
The no-prep, no lube business is potentially problematic, but I can see how lots of people really, really experienced people could actually handle that. Find out if he's one of them. Of course, you could always cheat and put the lube on you and never tell him. He can't see back there, you know.
You may have noticed that I didn't include choking in my "not as scary as it sounds" list, and for good reason. Personally, I think choking/breathplay is precisely as scary as it sounds, and I'm generally anti. Unlike practices which might cause a nasty infection or an unsightly scar, breathplay can make you dead in very short order, and completely unpredictably.