I'm actually here, looking for toy ideas for big birds - the cockatoo is a true termite, the way he goes through wood. The macaw thinks the quick links are the best part of the toy - he unscrews them, removes them from the cage, drops the toy off and bends them until they are completely useless.
I have a stainless steel toy-bucket hanging on the side of the macaw's cage & an unfinished woven basket on the one amazon's tree stand. I fill both with toys & nuts, so they have something to explore. The other birds get their toys hung or on the floor or however seems to appeal to the individual.
Inexpensive stuff my various birds have enjoyed at little/no cost:
Popsicle sticks - from making toys for the budgies to handing one to the macaw to chew and/or scratch a pin-feather.
Newspaper fanned like an accordian - becomes part of budgie toys, I poke it through the bars of the Grey's cage so he can shred something other than his own feathers.
Old paperbacks and phone books - again, so the Grey can shred things other than his own feathers. The cockatoo likes them, too.
Gilbert with his head in a good book
Cardboard boxes - not a good toy if your bird is hormonal & nesty, because they might protect it as a nesting site. Otherwise, I agree with whoever stuffs theirs with shredded paper, sticks & goodies to be discovered by an enterprising parrot.
Paper lunch bags make great toys - I use a hole punch to make some holes & stuff the bags with shredded paper, popsicle sticks, twigs from my apple tree (washed, rinsed in vinegar - this tree hasn't been treated with any chemicals for at least the past 8 years), nuts, small toys, dry pasta, and the like. They pull the twigs & paper out the holes & happily destroy the whole thing.
We live on a farm, so I often gather fallen hay with good seed heads, rinse (for dust) & tie bunches to the budgie cage & they enjoy the hay tremendously. I can also gather pinecones, dandelions (again, no pesticides) & the like, although some people will not give their birds anything they bring from outside.
A local woman uses those small pumpkins that are about 3" to make foraging toys. They can be set in a dish or on the floor - or hung on one of the kebob skewers. In fact, my birds will attack food on one of those steel kebobs - food that they might never touch if it was in their bowl.
The unbleached coffee filters make good containers in which to wrap nuts and toys. I hang them in toys or on the cage and the birds shred the filter to get what is inside.
Anyhow, those are some things I use, along with the chunks of untreated pine wood that others have mentioned.
And I recycle toy parts like crazy - as soon as the amazon/macaw/cockatoo flings a toy-part across the room, I gather it up & put it with the other toy-parts so I can create something or another for their future pleasure.
And I buy toys at the local rescue. If I can't bring home another bird, I can at least support the rescues & small parrots stores with my purchases.