What's the easiest way to do that? And if I don't really care about protecting the whole circuit with a GFCI (and have to buy two), I can just put it on the outside box, correct?
assuming the end of the circuit is where he wants his outdoor outlet physically.Yes, you can stick it on the end of the circuit and it would protect only that outlet.
I don't know what code says about a GFCI outside, but if you were to run a new circuit straight outside, you'd probably have to have the GFCI there, so logic dictates that it should be allowed.