Timber has a couple of "purchased" forage items in his cage. He has a forage ball that hangs from the cage top and has a bell on the bottom. I have a couple of others I rotate out. You can search "forage" on a site like http://www.birdsafestore.com or http://www.drsfostersmith.com for that type.
He also loves boxes. I take a box (like an empty poptart box) and stuff it with shredded paper, pieces of straw or other safe filler. Then I take a peanut (human grade, roasted, unsalted) and wrap it in a piece of coffee filter and put it in there. I'll also put an almond in the shell in that way and whatever else I have to use. Close the box back up and put it in the bottom of the cage. His favorite type of box is a small shipping box (the corrugated cardboard). He will chew on those for hours. Another favorite is a grocery sack (paper). I cut a few inches off the top to make it manageable in the bottom of the cage then put a couple things in it like foot toys and a few pumpkin seeds. He will play in the sack for a good while too. He hides in it and we play "find the bird." He will chew peep holes in strategic places. The possibilities are endless. You just have to make sure that the items you use are safe for birds to chew and eat.
Wingy just mentioned using whiffle balls for forage balls on another thread, which I'm going to try next time I get to Walmart.
They just need something to give them a bit of a challenge and keep their minds occupied! There a lot of ideas contained in the forum if you read the threads.