I don't know why they spend money on toys when my most favorite toy in the world is this:
It is one of the plastic strips that hold cardboard together, folded up nicely, with some paperclips to add weight for ultimate throwing distance. I guard this toy with my life.
And when I feel they have been good enough to warrant it, I allow them to play with me. They throw it and I bring it back - I sometimes like to do this for hours on end.
When I am not playing I need to hide it so the other cats won't steal my treasure. Unfortunately, I usually forget where I hid it and that to becomes a game. I sit and cry and they searh all over trying to find it for me.