Do you have a laser light? My cats love the laser light. You can just sit while you shine it around the room, up the walls and they run and run.

Also, my cats love this track ball toy, similar to the one K2QC suggested. I have one like she suggests and also like the one in this picture of Tink on her Cat of the Day page.

http://catoftheday.com/archive/2006/July/20.html

Hope this helps!