Larger birds such as macaws, cockatoos or African greys benefit from complex toys. Pet stores and flea markets often carry a selection of play items suitable for the parrot in your life. Toys that large, exotic parrots enjoy include those that offer food as a reward for opening the box or other enclosure, dangling rope toys that it can chew or swing from and jungle gyms that fit on top of your parrot's cage. Smaller birds gravitate towards small hanging mirrors, bells and tiny material they can chew up. Think food toys where the bird has to chew through paper material that's similar to a pinata before it can reach the treat inside.
One factor to keep in mind when it comes to your pet parrot is that your bird may not want to play with a toy when they first get it. In fact, some parrots act afraid of toys for the first couple of weeks after you place it inside the bird's cage. Avoid getting discouraged if you find yourself in this situation because most birds wind up playing with their toys after some time has gone past. They need time to feel a sense of familiarity with the play toy.