We turned our sunroom into a Lego room...Lego table, chest of drawers for Legos, etc.
To supplement, you can buy "Knight's Kingdom" books.
Other than that, I'd suggest moving on to K'Nex. We have an awesome set that comes with 3-hole-punched instructions, info, and worksheets about each possible design (like catapults, rack-and-pinion steering, inclined planes, etc).
I love K'Nex.
Lots of things to do, and they go well with Lego likin' kids because they're just as creative and can make a zillion things.