[Video Link] My 9-year-old daughter and her friends love playing with her Fort Magic kit (the manufacturer sent me a couple of review kits). You get a box full of PVC pipes and connecters and clips to attach sheets or tarps. You can build all sorts of things with them, from dangerous blow guns (we use cotton balls and tape with a big needle) to clubhouses. See Fort Magic's YouTube channel for other projects.
We've had Fort Magic for a couple of months and Jane has not yet become bored with it, which is surprising, because the only other things Jane doesn't get bored of doing over and over are watching TV and using a computer.
Buy Fort Magic on Amazon
Mark Frauenfelder is the founder of Boing Boing and the editor-in-chief of MAKE and Cool Tools. Twitter: @frauenfelder. His new book is Maker Dad: Lunch Box Guitars, Antigravity Jars, and 22 Other Incredibly Cool Father-Daughter DIY Projects