We made a big slide for the kids out of plywood and masonite. It was big, because it had some stairs, a little platform, and then the slide. You could also crawl under it as a tunnel too. We gave it away because we're moving to Virginia, but when we get to VA we plan to make another one. This one I think we will make with a ladder as well as steps.
We've also made a balance beam and are planning on making some fairly low monkey bars for the kids to swing across. We have hop balls, bean bags, and various balls, hoops that we use for targets and jumping, a big inner tube for playing in. Exercise balls and physio rolls are really great.
I would consider getting some kind of indoor swing. I know Finch was talking about a really cool indoor playground that is based on a support bar in a doorway. In our bedroom we have a king sized mattress on the floor, so kids jump on that.
We have hardwood floors and a pretty open floor plan, so the kids can ride ride on toys/ trikes/ scooters in the house. I would consider getting a Jumpolene http://www.tinkertots.com/premjumboun.html
for jumping also, or adding balls to it for a cool ball pit. I have fantasies about the Step 2 Up and Down Roller Coaster http://www.step2.com/product.cfm?product_id=1104
. There are also some pretty cool things like rotation boards (kind of like sit n spins) and balance boards. We have a $10 scooter board that the kids get a lot of use out of. Jump ropes are fun for lots of things, and you can do lots of things with masking tape. (Long jumps, hop scotch, etc). The kids jump off of the hearth and the kid sized table.
The kids have enjoyed their bilibos and some stilt type things http://www.discountschoolsupply.com/...=645&mlc=&at=5