I've always had a soft spot for the Muzio gambit. I don't know if it has survived in the age of engines, but it definitely gives White a development advantage!
My favourite, though, has always been the Evans gambit. It doesn't quite give a huge developmental advantage right away, but you completely seize the centre and then use that to restrict and attack Black. As a 1...e5 player, I like accepting most gambits, but I play 3...Nf6 instead of Bc5 precisely to avoid this possibility.
Did you expect him to not have an answer to 3.g3 in that position? Where the only other legal move is 3.Ke2? Anyway, the Queen check is a valid option to decline the King's Gambit, albeit not one of the better ones.
I've always had a soft spot for the Muzio gambit. I don't know if it has survived in the age of engines, but it definitely gives White a development advantage!