Do you have a local play scheme? Ours do free daytime activities.
Libraries and museums also do free activites.
What about doing a "make a monster / robot/ etc" challenge using odds and ends.
Who can make the best.........tent, den etc?
Nature Treasure hunt, make a grid with 12 squares. In each square use a word or picture depending on their ages, eg. red flower, round leaf. They should gather the items and stick them in the square. Prize for the first to get all 12!
Baking or cooking, alternatively get a pack of tesco value buns, icing sugar and sweets and just decorate your own buns.
Write a story and draw pictures to go with it.
Potato prints!
Get some cheap t-shirts and let them do their own design with fabric pens!
Sorry Nicola, that is about all my brain can come up with!