My local Dollar Store has actually supplied a lot of things that my Partner and I use.
We've bought Dog collars, (the "choke collars" make lovely chain lengths)
Carabineers,
Table clothe weights (they usually come 4 to a pack and have a nice wide clip, If you file the teeth off, they're quite mild, which I prefer, tho my Partner has a pair with the teeth.. Meep!)
Clothes Line Rope
Paddle balls (just cut the string off. We have one with *ugh* Barbie on it, but it produces quite a nice sting.)
Clothes pins
Taper candles (since they're cheap, they melt at a much lower temperature. We've just started experimenting with these)
Gaudy lipstick
Rulers

Just let your imagination run wild. I've often gone in and wandered around, just looking for anything that we might be able to use. Two days ago, I found one of those "dog tethers" that you clip to a bolt in the ground. Ours is hooked to a Carabineer which is attatched to our headboard. The other clip fastens to my collar. I have about a 5' radius which I can walk around our bedroom, but that's it. My Partner loves it, as I can no longer change the Tv on him, and the farthest I can get is to lay at his feet when he's in bed. Total cost, about 2 bucks. (aside from the collar, which we found at HotTopic for 10.)