I made this little maze for Magellan. It's how I give him treats. I can't seem to upload photos right now, so I linked it from my Gallery here:
Little Maze - Hamster Central Photo Gallery
All I did was to cut the lips/arms off of a 45x35x21cm box and slot them together evenly. Then I cut holes where I wanted him to be able to go. I put him in the bottom left chamber to start consistently, and always put the treat in the middle top chamber, but sometimes I rotate the box itself. He usually explores all the chambers before finding the one with the treats and I'm not sure if this is habit, confusion, or if his priority isn't the treats.
This project took all of two hours and has held up over a month now. If I want to make a more complex maze, I can always cut a hole in one or more of the slots on one side and glue another box with corresponding holes to that side with hot glue. So far, he seems to like this routine as it is, so I'm not going to make it harder for him.