Sly likes simple things, really. He has a couple of cat toys (just plastic balls with a bell inside) that he either rolls around with his nose and follows, or he picks them up in his teeth and will shake them to hear the bell ring.
He loves toilet paper tubes, he'll occasionally just chew them but mostly rolls them with his nose and follows them around, or pick them up and toss them over his head.
And last but not least, his plastic bowl. He'll also push that around with his nose, and either flip it on its side to roll it around, or he'll simply flip it upside down and forget about it. As soon as I flip it right side up again, off he goes to pushing or flipping it again.
He has a heavy ceramic bowl with his pellets in it, and he'll more often than not drag it with his teeth over to where his pigloo is and flip the pigloo on top of the bowl so he can "eat in".
He also has a plush cat bed, that he likes to hide under from time to time and walk around with overtop of him like a turtle. The baby pigs seem to like to do that, too.