I'm assuming of course, that you've got plenty of size-appropriate toys in a decent-sized cage?
In any case, I highly recommend clicker training. Here is my very first post about clicker training with Stewie:
Fast Progress with Clicker Training « Best in Flock - Blog About My Conure Parrot. Since then, we've made so much more progress - both in terms of his ability to figure out what I want (i.e., do tricks) and in terms of how he interacts with me.
Training is really fun, and clicker training will probably encourage Elvis to play with toys on his own too.
The best resource on the Web, IMO, for clicker training birds is Melinda Johnson's Bird Click group on Yahoo:
Bird-Click : Bird-Click . You need to apply, but everything is free and completely invaluable.