How messy do you want to get?
On rainy, boring days we have:
mixed up odds and ends from the kitchen to make gooey (but inedible) recipes
taken the washable watercolor paints into the tub to paint the kids then let them wash up
put all the couch cushions on the floor for climbing and jumping
made forts out of lots of chairs and blankets
baked cookies or bread or made granola
mixed cornstarch and water to make oooblick (no idea how to spell that)-if you get the proportions right it feel solid but then gets runny when you try to pick it up
Turned up the dance music and dance like maniacs
put on puppet shows
wrote our own stories
: the kids have painted themselves with tempera paint
played with shaving cream in the sink or tub
played with water at the sink
taped bubble wrap to the floor and stomped on it (if we have it from packages we've received or from dh's work)
That's all I can think of.