Our free-standing A-frame blackboard currently gets more use than the play kitchen, and practically any other single thing. It folds flat, and has a white board on the other side. I got it via Freecycle but I think it was from Ikea originally.
Lots of creativity and little mess (so long as the chalk doesn't end up trodden into the carpet).
If you don't count things like the cardboard waiting to go in the recycling, the random bits of tat he collects in his 'treasure box' and 'painting' the outside walls with water and a wallpapering brush, then anything vehicle related is popular. He likes having tea parties on the stairs, so the tea set is getting a lot of use, as is the play food.
As someone else said, the Aquadraw stuff is good for pressies and doesn't get you into trouble with parents who are fed up with paint.
we're getting ds a wooden train set for Christmas as he's obsessed with the one at Nursery.