Here's a rainy day activity that we have a lot of fun with: playing with seeds. It's not rocket science, just some basic pantry items turned into a quick fun game. I think half the fun for Conan is that it seems like something he shouldn't really be getting into.
I mixed up about two cups total of various beans, lentils, popcorn, rice, and a few cloves to make it smell nice. Poured out onto a tray, it's virtually irresistible to keep from running your fingers through them, whether you're big or little. Several small bowls and a couple of spoons completes the equipment needed to scoop, sort and just generally play around with seeds.
Occasionally a seed gets eaten, but it's no big deal - after all, it's just a bean or a grain of rice. Sure, a few get dropped on the floor, but they are easily swept up when playtime is over. In fact, you'll notice a small red dustpan in the background of the photo - sweeping up the dropped seeds is another part of the game. After we've cleaned up, I just pour the seeds back into a jar and save them for the next time we're stuck indoors.
It may not be the most creative game ever, but this rainy rainy rainy April we need all the indoor play ideas we can get!