Like the others have said the bigger the better, they need plenty of room to be able to open the wings and flap without touching the bars. I second the addition of a nice heavy duty bell, no grey should have to go without a bell, they will ring that thing and play fight with it, even take out their frustrations on it, a definite must for a grey.
You can also check the baby section of stores for toys for your bird, lots of them are safe for birds but sometimes just ordinary items in a home make good toys, sometimes just a box will keep them busy for a while.