Mine have really enjoyed the sheddable bird toys that aren't meant to last very long and always make a big mess. The bird foraging toys are a hit and make them work for their food as well.
My youngest loves toting cat balls around the cage as well.
This sounds silly, but paper bags. Like the brown paper lunch bags. The girls were terrified of it, but as soon as it went into the boys cages, they went nuts and immediately went to town shredding and mutilating them.
Half of my girls LOVE their wheel. But the only ones who run on it were introduced to it when they were really young. The rats that were already adults when I put it in the cage never learned or wanted to run on it. So if you have young rats I say give it a shot! If not, my girls really love anything that is hanging that they can climb on. I get little plastic bins from the dollar store and hang them from the ceiling of the cage with shower curtain rings. I put a little bit of fleece or ripped up toilet paper in them and they like to climb on them and sleep inside. They also like wooden chews and other hanging toys for rodents and birds, and it helps keeps their teeth filed down. Finally, they love those little crickley shiny cat toys that are shaped like balls, plus they're really cheap at petco, I can get a couple of them for a dollar or so which is great because they girls shred them up pretty quickly.