The playpen. I spent so fucking long trying to rig play areas for him just to save a few bucks. I attached it to the front of his cage and use flattened cardboard boxes to keep him from climbing (cage bars are horizontal). It's pretty big. If you have room, buy two and you can attach them. Mine loves his ferret ball too (big plastic ball with 3 holes in it you can attach tunnels to).
Put your money toward good food. Look at the ferret kibble chart and buy 2-3 to mix from the top 2 sections. I'd stay away from Wysong. Don't trust them any more. Wellness CORE and Natures Variety Instinct raw boost are great. They sell them both on Amazon for the same price they are at the pet store here. 1 bag of each lasts a single ferret a couple/few months.
As for things not to waste money on: the ferretlax stuff-- they will eat plain vaseline just fine. Ferretone gives mine diarrhea every time. No need for a crap ton of toys-- throw down an old pillow with a case and a few fleece blankets or old tee shirts they can burrow around in.