I got Cyril the Accidental Canary a nest basket. I'd done some reading and it turns out that the males are responsible for a lot of the nest-building behavior for canaries. It's sort of proof they can provide well for a mate.
Well, he hasn't got a mate, and isn't going to, but from what they said it wasn't good for them to keep them from having that sort of outlet, so I got him one and hung it on the side of the cage.
He certainly likes it. He's been hopping in and out of it, industriously lining it with his own feathers and bits of cotton string and toilet paper I provided along with it, happy as a clam.