My cats would probably love playing with plastic bags, but they're a big no-no for them (for the reasons listed above). Instead, any plastic bags that are brought into the house are put in their proper place on the porch (where the kitties are not allowed) until they are to be recycled. I also don't allow them to play with or in paper bags unless they are being supervised -- and always with the handles already cut off. But, usually, the paper bags aren't a draw for the kitties. They'd much prefer their toys instead.
I second the use of crinkle mats, cubes, and tunnels. My cats have a variety of different crinkle toys and they love them! Mylar balls are also a favorite, but I don't allow them to play with them without supervision since a friend's cat nearly died after choking on a piece of mylar he tried to eat. Thankfully, his owner was home and acted quickly. There are a lot of toys available that make fun sounds that seem to get kitties interested. And, there are a ton of homemade toys too -- crumpled paper being a favorite! I'd just always suggest watching your cat before allowing them to play with a toy (homemade or purchased) unsupervised.