Any type of box that I might normally throw away I'll give to Ruby. Usually I put a treat inside and try to tape it shut to increase the challenge. She's like a can opener though - opens VERY fast these days. I've also bought the small cereal boxes that come in a variety pack. I usually throw away the cereal and give her the box, tapped up with something fun inside. Another thing is if you go to the Dollar Store or on-line you can buy the coin wrappers for different coin types. I put something inside and close it. But lately it's like 30 seconds and the party is over haha!
By far her favorite are the small parrot sneakers that you can buy in bulk. Try to not get the ones that have the metal on them. Ruby goes nuts for shoes in general so these little ones are heaven for her. I put a nut deep inside the shoe so she gets a reward but with these shoes I don't think it's necessary!
I string up coin wrappers, use cup cake wrappers etc. I get most of it at the dollar tree. take tissue paper, wad it up, stuff it in the coin wrappers. In a few I'll wrap a pistachio or an almond in the tissue paper. It takes him longer because he pulls the tissue paper out and checks it looking for the treat. Cupcake papers are also good to stick in between the coin wrappers. I also use some cardboard. If I get smallish boxes, I used the takeout cartons that the white rice comes in, fill it with shredded paper, some small beads, pine cones, bottle caps and a nut or two. I tie it on the side of the cage. He loves ripping the box up and pulling out the shredded paper, toys and treat. I spend an evening here and there making up a bunch at a time and then swap them out almost every work day.
Sheeba also likes to chew up cardboard boxes or cereal boxes. She mostly ignores expensive parrot toys. I did buy those paper rolls, old cash register type and hang them from her cage top. She would unroll them, all 150 feet, in one sitting. But as soon as I bought another dozen, she won't even look at them!