I know what you mean about buying things that turn out to be a waste of money! This is what I have for Charlie's (Syrian) out of cage time:
1) A fleece blanket (he can snuggle under it and I can use it to barricade the edge of the sofa or bed)
Something like this (I got mine from Boyes)
https://www.amazon.co.uk/Dreamscene-...Fleece+blanket
2) Hyacinth tube - he likes hiding in this, going in and out of the holes and having a chew on it.
https://www.amazon.co.uk/Rosewood-Bo...=1&*entries*=0
3) Donut bed - I put this under the blanket and Charlie crawls into it and curls up to go to sleep in it if he's feeling dopey
https://www.amazon.co.uk/Pet-Bliss-6...ds=Hamster+bed
4) Cardboard castle (fort) - I set this up on top of the double bed or on the bedroom floor. They can climb over the top but I find if I leave one section out and put toys inside he tends to explore in there.
https://www.amazon.co.uk/Supreme-Ham...rdboard+castle
5) Correx Playpen and large floor cushion (sometimes set up round the cage, sometimes in another room or elsewhere.
6) One of these tubes - the stretch out long and expand but I only use it squished together rather than stretched out as Charlie didn't like walking on the ridges inside when it was stretched out. But it's a good tube for getting him in and out of the cage with a treat at one end and big enough to sit in.
https://www.amazon.co.uk/Extendable-...words=rat+tube
7) Rat Slipper - he likes to hide in this sometimes and it's useful for carrying him upstairs as it's quite big (if I put my hand over so he doesn't try and jump out! It's fleecy inside though so needs watching for chewing.
https://www.amazon.co.uk/Little-Frie...ds=rat+slipper
Carrot/hay house - these are brilliant! When out of the cage Charlie will spend ages inside this upside down chewing the hay off and chewing the door bigger. In the cage he mostly ignores it. I have one in his pet carrier and take it out for playtime. (Recommend freezing it for a couple of days before use).
https://www.amazon.co.uk/Rosewood-Na...carrot+cottage
9) Guinea pig sized pet carrier - I sometimes use this for playtime and it's great for cage cleaning time. Pop him in upstairs with lots of substrate, bedding, some food scattered and the carrot hay house and put the blanket over the top so he feels safer - he can't hear me messing about with the cage if he's upstairs. Also useful as a pet carrier
https://www.amazon.co.uk/Ferplast-Al...rplast+aladino
10) Child's wellington boot! I put it on its side and he likes to go in there. Also useful for carrying him from a to b as he can't climb out when it's upright.