Here is a link to my thread about Ollie's (CAG) gyms:
http://www.parrotchatter.com/f32/ollies-gyms-1509.html.
I've explained in that thread a little bit about each of them, but if you have any more questions feel free to ask. I really enjoy making gyms out of PVC. You can really be creative that way, and make something that you know your birds are going to use and enjoy. Plus, it's very cheap! Oh, and I make sure to not screw the PVC pipe together everywhere, at least so that it can be taken apart into slightly smaller pieces. I'm a college student, so her gyms have to be easy to move! PVC is very easy to work with. If you go all the way to the end of that thread, I've given instructions on how I made them.
As for birds sharing the gyms, I really can't comment as Ollie has these all to herself (my tiel lives back home with my parents). I do know that one thing to consider is the size of the gym perches. Gyms must be species appropriate, so if you have birds of varying sizes, then more than likely you will need gyms of different sizes as well. I don't think you should have a problem with them sharing, but if they don't get along then make sure not to put them on the gym together!
I really like the look of the natural stuff as well. Ollie's next gym is going to be something like those gorgeous Manzanita branch gyms. Her hanging bottlebrush does the trick for now though!
If you look through the Cages, Playstands and Accessories forum you will probably find more ideas for gyms.
There are a lot of views on clipping here. All 4 of my birds are flighted, and they will stay that way. I can't imagine what taking away their flight would do to them. There are a few members on here who have witnessed detrimental changes in their birds when they were clipped after being flighted, hopefully they will chime in. Would taking him outside in a travel cage be an option? That way he can still experience the great outdoors, but he won't have to lose his flight.