It is essential to provide your cats with toys and games, not only for play but for strengthening its natural skills.  While chasing a string is great fun for both of you, your cat is sharpening his stalking skills when hunting the string that you drag across the floor.  Because a lot of indoor cats will never experience actual hunting outdoors (unless of course an unfortunate mouse finds his way into your house), it is important to help them develop these skills in other ways.

A walk around any cat section of your local pet store will provide you with many toys to choose from.  Below I've listed a few that my cats really enjoy and prefer over other toys (some store bought, others are homemade).  Any toy filled with catnip will be greatly appreciated by your cat.  Use these toys to play with your cats and leave them out so that your cat can enjoy them on his own.  Teaching a cat to play on his own will avoid having a bored kitty while you are away or asleep at night (cats are nocturnal animals and love to play on their own or with each other at night).  We have a "kitty corner" set up in our living room that has a scratching post, and their toys. The cats know to go there if they want to get something to play with.


Mice 
These are great little toys for your cats to practice their hunting skills with.  If you've ever seen a cat catch a mouse, you'll know that he'll play with it before and after...it's a big game to them.  Throw one around for your cat or tie a string to its tail and pull it along the ground...your cat will get the idea.  You can get these filled with catnip, too, which will make your cat love them even more.


Balls 
You can buy regular cat balls, balls with bells in them, or even just ping-pong balls will work.  Roll them across the floor and watch your cat run after it.  If you don't live in an apartment with neighbors, take a handful of balls and toss the lightly off the wall so that they bounce all over the floor - my cats go crazy for this (of course, remove all breakable items from the room before this).  You can even get your cat to play "catch" with you by rolling it to him and encouraging him to roll it back.  Only smarter cats will catch on - one of our cats (who is one of the smartest cats in the world, she never ceases to amaze me) loves this game, the other two can't figure it out. 


Puff Balls 
You can buy a bag of these from any craft store, most for under a dollar, in an assortment of sizes.  I recommend buying larger ones - you don't want your cat to accidentally eat one of the smaller ones.  My cats started to steal these from my sister's craft corner when we were visiting my family...up until then I never knew that these simple things would amaze them so much.  Like mice, they will throw them around, run and pounce them, and literally tear them to shreds. When they get too torn up, take them away and replace them with a new one.


Feather Wands & Fishing Rod Toys
These are sold at all pet stores - feather wands are made of a plastic wand (size varies) with feathers and possibly strings hanging off the end.  These toys, along with smaller toys made of feathers, are great for nurturing your cat's hunting instinct because they simulate the appearance and movement of small prey.  Fishing rod toys are very similar, except they have a string hanging off the end with some type of toy at the end for you to swing for your cat.  This is a great way to play with your cat, as it will provide him with lots of exercise, plenty of opportunities to jump and run around, and it will tire him out before bedtime (recommended if you have a cat that just won't sleep at night).  It's also good to leave this toy laying out - I've seen my cats start playing with the feather or the toy at the end of the string if I leave it out on the ground.


Small Catnip Pillows
These are simple little bags that have some type of closure at the end that you can fill with catnip.  Your cat will grab this and rub his head against it, roll around with it, chew on it, and it might even throw it around like toy mice.


Kat Twisties
These great little toys are made by Petmate and my cats go crazy for them.  Grab one and put it on a hardwood floor - then slide it past your cat and see what he does.


String & Yarn
Remember that even though string and yarn are great toys for cats, they should never be left laying around for a cat to play with on his own.  If a cat eats it, it could cause serious damage.  If you happen to see your cat with a string hanging out of his butt after using the litter box, don't pull on it.  You can hurt him badly.  Take him to the vet right away to get it properly removed.