Basically all of his attacks except for his grab can be parried, so learn how to parry him and you'll have no problems whatsoever. If you can't learn parry timings for whatever reason, then just roll back when he starts attacking and you'll be fine.
What's your build? Make sure you're light rolling, medium/fat rolling is useless and it's much better to just go naked and dodge than wear fat heavy armor and get your ass handed to you.
Also, if you use lightning/faith anything, use something else, Gwyn has super high resistance it faith and lightning weapons.