At Training Wheels, we love Thumballs, but before Thumballs were even a thing we were making our own with a beach ball and a sharpie. It’s an easy way to customize the questions you want your group to discuss at an affordable cost. This photo here is an example of an Icebreaker question ball. We recommend using different color sharpies for different types of questions. For example, if all of your Icebreaker question balls were in black sharpie, then use a red sharpie to create a different question ball that had debriefing questions on it. That way it is easy to identify at a quick glance in your game bag.
You could also use other types of balls: Soccer Balls, Volleyballs, or other round objects. Ideally it is something lightweight and easy to toss and catch.