Andrew's #1 favorite toy is his own feathers. I have to get a photo of him "dusting"... he picks up his big feathers and sweeps them all over his entire cage, I really have no clue what he thinks he's doing!

It's cute though! When I clean his cage I just wash the feathers off and put them back in there.
#2 favorite toy is shoelaces. An added bonus is big thick plastic beads I got at Michael's strung on. I put one towards the top, knot under it, 3 in the middle, knot under them, 3 or 4 at the bottom, triple knot under them. I triple knot at the bottom so he can't get the beads off, I don't want him playing with the beads plain. The other knots are just to keep some beads at different heights. Sometimes he'll climb up onto the cage to get at the higher ones. I simply wrap the shoelace around the cage bar and knot it on.
#3 favorite toy is paper towels tied in two knots - 1 tight one in the middle, one loose one that makes the paper towel into a circle. First he'll untie the loose knot, then he'll shred the ends, then he'll untie the tight knot, then he'll shred the rest into oblivion.