We get a pack from the dollar store every year or so for Christmas/the cats' birthdays just so they stop stealing the ones my wife actually wants to use. They're easily their favorite toy.
Last cat was jelly bellies. They fit just right in her paw so she could throw them to herself, and the noise they made? Better than a ball with a bell. We ended up keeping a little bowl on the counter just for the cat. It was always worrying when we'd have guests. If we forgot to put away/warn them about the cat's beans, well, I hope they liked the taste of cat foot.
One of my friends had a cat that would fetch bottle caps. It was nice when it got later in the evening and hitting the trashcan from across their apartment became more of a challenge.
When my cat was a kitty I would crumple up little balls of paper and throw them down the hallway for him to chase so he would leave me alone for a little bit. It took me like a week to notice that he was bringing them back to me after batting them around. RIP Mr. Needy.
I have a cat that I swear had to have been a dog in her past life. She wants to play fetch non-stop. We can throw two balls and she'll go get both into her mouth and bring them back and put them back in our hand. She's so obsessed that we have to keep the balls in a drawer locked away. When we put them away she will spend a day digging underneath everything looking for them. And we can leave them there for months but if someone opens that drawer she will hear it from across the whole house and come running. Then the whole thing starts over.