I'd use this website as a guide:
http://www.myparrotshop.com/toy-parts-h ... tml?page=0
You don't need to buy from there but you can see what materials they use.
I also use jute string although they can chew right through it. I also use some stainless steel chain and nylon rope that I bought from a parrot store... although my vet didn't think the nylon rope was a great idea for them.
Ellie.