If you have the money, I've heard good things about the Hay Play that smartpak sells. It's a hay slow feeder ball that holds one large flake.
I have found horses LOVE a good old fashioned traffic cone pylon! They typically are horse proof in terms of damage and the fluorescent colour seems to engage them even more then a regular horse ball.
You can put a likit (mine loves it), a hanging ball, a ball with treats...