This is a fabulous article by Emily Gertz about the materials our sex toys are made of. To summarize: Many sex toys are made of soft rubber material (cyberskin, jelly-rubber) that contains phthalates (THALE-ates). Phthalates are in PVC, and are most recognizable by their smell -- eau-de-new-shower-curtain. The stuff is considered toxic, and you probably don't want it in any orifice.
A review of my personal collection reveals: