I love obstacle courses.
Throw some masking tape on the floor and make it your balance beam, tightrope, whatever!
Play animals - let each child be a wild animal and act like that animal.
Dance contests! Especially if you dress up in costumes first. My girls are currently loving ABBA.
My kids are in gymnastics, so we will practice some of their moves from class - motorcycle landing, head stands and stuff that isn't too treacherous in the house.