I always wanted to build a playhouse for the kids. I remember the fun I had as a kid playing in a 'castle' that I had built with anything dad would spare. Looking at the cost to buy one soon became clear it was out of my price range but maybe I could build one. Below are some sites that offer free plans for kids playhouses.
Or you could simply make an indoor playhouse out of cardboard box's and packing tape. The kids will still love it and it is very cheap. There are plenty of shops that will freely give you their cardboard box's.
More DIY. The other day I found some strong rope and a bit of plastic pipe and made a rope swing from one of the trees in our backyard. I made sure it was easy for the children to get on and off themselves and how surprised was I when they absolutely loved it and can't get enough of it, and it didn't cost a thing.