We like using feltboards. It gives the kids something creative to do, and it minimizes the mess.
Another idea is to use the colorworks boards. They work kind of like a magnetic board, but I think they are made of some type of plastic (?). I used to love them when I was a kid.
On really long car rides, my parents would hide little toys (i.e. travel games, finger puppets, etc.) in the car, and then they would say, "____, can you look in the back pocket of the driver's seat for me?" That kid would get to unwrap it, but there would always be enough parts so that we all got to play. Of course, as we got older, we figures it out, and would ransack the car and find all the toys before we even left the yard
For older kids, you could also get those little script books, and let them act out a scene. Or maybe a beading kit, though it could be a mess if it spilled.
What about one of those yarn spinners? They look like fun.
And in our house, the tried-and-true favorite- Mommy's Creed CD! We just don't get into the kid's music stuff. We do make mix CDs off the net.