Guinea pigs are really interesting animals, but they are meant for more than just sitting in a pen. Guinea pigs, like other creatures, need adequate entertainment. Without adequate entertainment for your guinea pig, they will not only become unhappy quickly, but they will also fail to get the proper amount of exercise.
For entertainment purposes, your guinea pig needs toys both in and out of his pen. Some toys are very simple, and don't even have a cost. For example, a paper bag makes an excellent toy for your guinea pig. He will go in and out of it, and may even ball it up and chase it around. A guinea pig can literally get hours - if not days of entertainment out of a simple paper bag.
The important thing to remember when selecting toys for a guinea pig is that his front paws are not designed to hold toys. The ideal toy for a guinea pig is a toy that gives him the opportunity to chew, or to hide. Wooden chew toys are ideal for guinea pigs, as well as hard plastic toys. Soft toys generally will not last very long. Toys designed for birds work well. Toys designed for hamsters do not. Some cat toys, such as plastic balls, make wonderful toys for guinea pigs as well.
You need to inspect your guinea pigs toys often. The worst thing that can happen is that he chews the toy to pieces literally. He may ingest small pieces, and this can be quite harmful for him. Replace broken or well chewed toys with new ones often.
Tubes are highly popular with guinea pigs. These days, you can purchase numerous tubes that connect together from local pet stores, as well as from online sources. The chances are good that your guinea pig will greatly love the tubes that you provide for him. The trick is to make sure that the tubes are big enough to comfortably accommodate him and that there is adequate air flow through the tubes as well. Your guinea pig will use these tubes to hide, and to sleep. He may even chew the tubes, but these types of tubes are generally indestructible.
You can also use big PVC pipe to make tubes, although you won't be able to see through it. This is actually preferable for your guinea pig; because he will feel more hidden then he will in the colorful tubes that you can actually see through. You may also find that PVC pipes, put together with PVC joints, is much cheaper than the tunnel systems sold at pet stores. Again, make sure that there is adequate airflow.
Finally, don't always leave your guinea pig to entertain himself. Take the time to play with him as well, and if possible, give him some guinea pig company. Guinea pigs seem to be happiest when there is more than one, but you should be careful and pair females with females, and males with males, so that there are no surprise litters. Note that you will have the least amount of trouble with a pair of females, instead of a pair of males.