In the beginning, he'd usually just use his mask, or Leo's mask, or both. Not like they weren't easy to get out of, but Leo wouldn't resist damaging one because that's just how he's fucking built. He'd lie there and he'd take whatever Raph gave him like a good boy, letting himself be turned and manipulated according to Raph's desires. 
Fun, but as time passed they both wanted to keep going, testing their limits. Rope was another exciting new layer, imprinting itself more easily on Leo's skin. It would drive him wild if looped between his legs and it could also be wrapped all over his body, trussing him as neatly as the proverbial hog. 
Of course, it always comes down to steel for both of them, and that means expanding their repertoire. Donnie was happy to produce, if even he had to be restrained from making too much. After defeating Shredder and giving up on April, the twin blessings of free time and unfettered libido have sent his creative mind whirling; Raph doesn't want to know what wacky technical shit he and Mikey get up to behind closed doors. 
Donnie gets them cuffs that can fit Leo's wrists and ankles, cuffs that can lock together for that extra bit of helplessness. Cuffs that can be padded, covered in cutesy fluff, linked by a chain to taunt Leo with a bit more freedom of movement, maybe even engraved if they're in the mood. 
Chains, too, for the really hardcore nights. Rope can bruise Leo a little, but it's nothing compared to the marks steel can leave on his scales, a swirl of pretty decoration looping over his skin. Raph likes to rub his finger over the rough marks, the places where he's been written into his brother's body. 
And that's just that start. Straps, collars, blindfolds, gags, all the accouterments, all the wacky new ways to keep someone still that seem to be coming up whenever you turn around. Perhaps it's excessive, but they've got the time to let their collection grow, enough to make room for all sorts of games. 
In the end, it really comes down to how they're feeling tonight--or, rather, how Raph's feeling. Which is why he's collected a bunch of stuff in a trunk in his room, tucked innocuously against the wall. Leo's under strict orders not to touch it and so far he never has. He's a good boy. 
Raph rifles through it, humming to himself, while Leo kneels on the floor behind him. His head is bowed, gazed fixed at the floor–because that's the fun part, isn’t it? The fact that even without physical restraint, he holds still. That all of their other toys are really just adornments, celebrating his submission. 
The whistling halts as Raph finds what he's looking for, the bondage tool that looks just right. He glances over his shoulder, noticing that Leo is still looking at the floor, and pulls what he needs free. 
"You ready, baby?" he sing-songs, crossing back to his brother on silent feet. Leo doesn't bother to look up, doesn't even try to see what's coming for him next, and that's why Raph loves him so.