An interesting place to browse is TJ's Chinchilla Supplies
http://www.tjschinchillasupplies.com/This is what I give to my chinchilla:
-Wooden blocks large and small.
-Large pumice block. I have a feeling he would prefer smaller ones though that he can pick up.
-Cuttlebone gets occasional use.
-Wooden house gets lots of use during sleeping times.
-Wooden shelving. I built mine with untreated white pine boards and he uses those constantly. If you have wire shelving replace with wood ASAP.
-Apple sticks (made from apple wood) I give him as a treat. He peels the bark off and does not always chew the stick underneath.
-TP roll. Gets marginal use.
-Cardboard candy boxes. Food packaging has food grade dyes. Standing it up seems to make it more interesting for my chin who likes to shred it.
-White printer paper. You can make stuff out of it with non-toxic paper glue. However mine usually doesn't seem to care how it's served. He just chews the edges off.
-Hanging toys made for parrots with plastic parts removed. Sometimes he'll play with them like a cat toy if you move it around with your hand. I don't think all styles of chains are safe so you'll have to use common sense. I hung a good chain and strung printer paper through it. Gets some use.
Using cardboard and paper is good only if your chinchilla doesn't eat excessive quantities of it. At first mine started to but backed off when he got used to the cardboard being there. You want him eating more food than cardboard to prevent bowel issues.
- Exercise wheel. Don't use these until your chinchilla is fully grown. Make sure the diameter is 15" or greater. The wheel should have a solid running surface. Otherwise you risk your chin's health. Not all chinchillas will use one but those that do will use them regularly.
Another thing I do is play with his food. Sometimes he'll play with a piece of hay. Sometimes I'll take a regular pellet from his dish and he'll eat it from my hand.
Chinchilla toys should not contain plastic. There are many products made of plastic for chinchillas and it's best to avoid them. Soft plastic can obstruct bowels and hard plastic can cause lacerations of the bowel when ingested.
Only use wood that you know is safe for chinchillas. If it is treated or dyed with anything you need to know if the coating is safe too.