Do some dancing, make up a dance. Bring out some instrutments to use with the music if you don't have any make your own. Pull out the dress ups and play the characters, make up a little play to perform for family and friends.
Without kids I'd say reading. With them, it's still sometimes reading, but reading allowed to my kids. We got through two chapters of Charlotte's Web during yesterday's storm. Then there are board games, indoor cubby house building (the kind where you put a blanket over some chairs), crafts and watching movies.
Catching up on paper work, paying bills, and reading. All those things that don't get done if the weather is too nice to be inside. I don't have young kids that need entertaining, but when we did, we would often watch a family movie together. Sometimes if I am stuck inside I will have a big cook up, and make meals in advance and put them in the freezer.