Today was another easy activity that doesn't require a lot of setup... Detective Training. It teaches kids perceptiveness, in theory... at least it taught my kids the meaning of the word "perceptiveness". Here's how you play.
First, have your kids look over the room. I find it's better if it's a little messy, for reasons that will become evident soon.
Encourage them to look around a little and take in everything in the room. I have them especially notice things that are out of place... like say, pajama bottoms in the middle of the living room floor or couch cushions strewn all about. Then have them go to their room and count to twenty.
While they're in their room, hide three toys (I use action figures, but you can let them choose) somewhere about the room, ideally near something out of place. Once the figures are hidden, call the kids in and have them search for the figures. However, when they move stuff around to look for the figures, have them put them back in the right place (like have them put the couch cushions back in the right place).
And that's it! Your kids get a mini-treasure hunt, and you get to subtly get them to pick up after themselves. Pretty sneaky.