Fidgets are a string of little wooden blocks with grooves in them held together with an elastic string. This makes them able to move into all sorts of shapes and still stay together, so you can start out with a long strand of them and end up with a block of them.
Mag blocks are multi-colored magnetic pyramid shaped plastic blocks that have magnets in them so they cling to each other. The package says, "the fun way to learn about the relationships between geometric shapes."
You can have lots of fun exploring the properties of dry ice. (More on this here.)
We dropped a small piece in a large balloon. You can listen to it squeak as it changes into gas inside the balloon... and over time it will blow the balloon up.
It is amazing how a can of frozen juice... and some ginger ale can make a special punch when you add a simple paper parasol. It becomes not just a drink but an event.