Make a peek-a-toy toybox:

Ocicats and Abyssinians are intelligent, alert cats and very much enjoy playing with interesting toys, so we made this toybox for them.  They can get their paws through the holes and with enough concentration take them out to play with.  They really enjoy playing with this.  It was very easy to make.  The top and bottom was made from a strong ply, and the sides from lengths of wood about three quarters of an inch thick - we had all this already.  A tank cutter was used to make the holes - just make sure the holes are plenty big enough for the cat to get a leg through.  The holes are drilled in the top and all four sides, but not in the bottom.  It's screwed together after the holes were drilled.  The box measures about 14 inches by 14 inches and is about 4 inches high.  We finished  it off by staining it with a cat safe stainer.  We poked toy mice and soft balls in there that they can push out with their paws.