I use stuff from the dollar store (Dollar Tree, specifically) a lot. Woven baskets, willow wreaths, popsicle sticks, solid plastic baby shower favors (such as this: http://s7.orientaltrading.com/is/image/OrientalTrading/42_1294-p?$FULL_SIZE$ ), drinking straws, cotton rope, rubber bath toys, pony beads, etc. Also, from thrift stores, you can sometimes find things like acrylic dominos, giant legos, and the like which you can boil and sanitize.
Plain paper and cardboard can be used to make some fun toys, too. And I've heard of people using plain, unwaxed Dixie cups. I'm constantly on the scavenge for potential toy parts. I usually just make my toys up as I go along, but there are plenty of sites with instructions on how to make toys. I'll see if I can look some up for you right now.
My lovies especially like leather, paper; soft, thin wood; and bells. My budgies love popsicle sticks and blocks of bird safe wood with the bark still on, and, again, bells.
ETA: Found these sites:
The Toymaker DIY Bird Toys- Make Your Bird Toys. Exotic birds & parrots bird toy ideas.
CheepParrotToysNTips...Welcome!!!