Make a Lego marble maze. This is a very spatial, tactile, logical task... requires clever thinking and some trial and error... great problem-solving activity.
Someone says: Crayon hot rocks: If you have not done this yet, you need to. Simply warm up the rocks in the oven (I did 220 for 10 minutes), then put them on a stack of newspapers (or something else you don't care if it gets crayon in it) and let the little ones go to town. Just remind them it is hot. I have done it with 2 1/2 year olds with no problem. My little lady often brings in rocks for me to "cook" so she can paint them
Spider web game. Just use painters tape to make the web and have the kids throw wads of paper at it to see if they can get it to stick.