Bea has a big point.

Budgies don't use their feet like bigger Parrots - that is true! They love to 'taste/chew' things.

Rio is more playful than Laker & I think baby Budgies tend to play more. Scott/Hayabusa's Pogo is a huge one for playing - he was on his own for about a year & the new bird is also playful. Here's a look at the famous Pogo.
Thread ~ New Pogo Video - Ball Poppin'
Video ~ YouTube - Pogo - Ball Poppin'

From what many Budgie owners say - it isn't all that common for them to 'play'.

Jac - Thanks for mentioning Pogo and Ziggy. Yes, Pogo is a big time playing Budgie. He's almost 2 years old now and he still plays like crazy. He did seem to be really playful between the age of 6 months to a year, but he still basically plays like he always has. Pogo and Ziggy have a ton of toys that I've collected over the last 2 years for them. Pogo's favorite is still the plastic lattice balls with the little bell inside of them. He's literally worn some of them out by playing with them so much. Ziggy likes to play with smaller toys, and he does what Pogo doesn't do ... picks things up in his beak and carries them around, and even flys with them sometimes. The only thing he does with the lattic balls is he tries to stand and balance on them.

Here's a video of them both playing around ... you can see Ziggy in action.
YouTube - Budgie Playtime

I have had many Budgies over the years, and I have to say that Pogo and Ziggy are the most playful ones I've had. I guess it's just in their personalities, but as an owner people need to encourage them to play and introduce them to new toys to see if they have any interest in them.

I got my husband to view that one with me - how we both laughed. Ziggie is a hoot & Pogo is very inventive. I love your cage and how you have set it up. I really have to rethink our set up.

I just notice on Youtube that you can watch some of my videos in high resolution mode - the "Budgie Playtime" can be set to high resolution (link under the times veiwed number). My favorite one - Kung Fu Fighting - doesn't have that option for some reason.

The big cage I got for Pogo before Ziggy came along was the best thing I did for my Budgies. It's really a nice cage for the price. Got it on ebay from "TheFeatherFarm". I think I have an old thread on this site about the cage.