Ask your boyfriend what he really likes and watch his reactions to everything you do to him in bed. Giving him what he enjoys might be more important than knowing where his most sensitive spots are.
To answer your question simply; the place with the highest density of nerve endings on a man's body is called the frenulum. The frenulum is found on the underside of the penis, just behind the head. Approach this area with caution, as many men report that it is so sensitive that they don't enjoy too much direct stimulation. Most men prefer a gentle lick or tap.
If you really want to please your boyfriend, pay close attention to his reactions and have him tell you or show you what he wants. The fact that you care so much and are trying so hard to please him will go a long way.