Sisal is a rough, broom-bristle-like material which is natural, safe, and fun for birds. Cotton rope is natural as well, and good for bird toys with the following important warning: Cotton toys can be dangerous, even deadly, without proper supervision.
Proper supervision consists of first observing your bird when they play with the rope toys - if they seem to get their nails constantly caught or snagged in the cotton, or if they want to wrap it around their heads, then discard the cotton rope toy and buy sisel instead. If, on the other hand, they seem to be having fun, you still need to be diligent. That is, never allow the cotton strands to exceed a length that could potentially wrap around the bird's nails or neck. This means that once the length of cotton strands exceed around two inches you need to either tie the stands in multiple knots, or simply cut the rope to reduce the rope to a safe length.
Rawhide toys are not that interesting to look at, but they are great for all birds who really love to chew (most birds) and we have observed that the larger Cockatoos and Macaws are particularly fond of rawhide toys.