Healthy alternatives
Toys made of wood and good quality fabrics.
You will find a number of references and toys at Babyjoy.ca, Dilly Dally Kids, Sustain ecostore, Tender leaf toys, Treeclub Kids, Vert imaginaire.
DIY
To prevent toys from collecting dust and bacteria, depending on the material: put them in the freezer for 24 hours, wash with hot water and a healthy laundry soap, place in a dishwasher or in the tumble dryer (on high heat) for 30 minutes.
Here are a few tutorial ideas for making your toys and teddies/ dolls.
Avoid the following chemicals in regular products
BPA: endocrine disruptor
Glues: may contain solvents that are toxic to humans (1,1,1-trichloroethane, benzene, petroleum distillates, toluene, xylene, etc.)
Dyes: possible carcinogens, skin sensitizers, photosensitizers and mutagens
Plastic: may contain hydrocarbons, phthalates and bisphenol A which are endocrine disrupters