Hi Kathy, i have 4 greys so i tend to make all my toys.
I keep all my plastic tops of soft drinks,toilet rolls.I buy straws , childrens building bricks,pieces of leather (undyed, natural )etc..
I have put a link here for you on toys & if you read through it, it has some great links for toy making ideas.
http://www.greyforums.net/forums/african-grey/51769-recycling-and-building-new-toys.html#51932