I don't really have any ideas for you...but it'd probably help people if you said how much you're willing to spend.
Actually, I just thought of one...Legos/K'NEX. I used to love those when I was younger...(actually I got one last Christmas
), but yeah. They're educational and fun, depending on the set you get (more so K'NEX than Legos probably). Though they're not useful or exercise engaging at all.
Good luck.