My cockatiel's favourite toys are his own feathers. He loves anything that has a pointy end, or is long and thin. I draw a lot, and if he's on the table he always tries to take the pencil away from me. He chewed to shreds some of my pencils, he loves them.
He also likes plastic balls, around 3 cm's in diameter. I don't like to let him chew on paper however. If it's printed, it might be toxic.
A tip: my bird always discovered his toys himself. Don't force objects on him. leave them conspicuously on an otherwise clear surface, and let the bird discover it.