Christmas gift: bundle a set of Hex bugs and LEGOs. This is a fantastic engineering challenge! There is a video in the post that shows how it works. My son is now working to figure out how to get his hexbug to go up a Lego ramp - hasn't perfected it yet, but it's a great project.
Lego Maze-- too cool, and it can constantly be changed! What about making the maze in the shape of a spelling word or a letter of the alphabet? To get through the maze, the ball would mimic the strokes used to write it!