Make a cool marble run and use the marbles provided OR DO IT WITH WATER! Are you kidding?? You can make gears turn and also the marbles float so you can do a water/marble combo.
Once I had a mom tell me that she bought a marble run for a kid's birthday party, and the kid liked the marble run so much that he slept with the box that night. If that doesn't encourage you to get one for your own kid, I don't know what will.
Ages 4 and up!