ds is 2.9 and loves the following on rainy days
Indoor treasure hunts..I draw about 6-8 items on a peice of paper and go through it with him, give him a shopping bag and off he goes to get the things on the list which he then will bring back for inspection.
Obstacle course..old cot mattress, a stool, some cushions, some boxes etc set up for him to climb on, over, jump into etc, put some music on and let him go for it
Action songs..row row your boat, ring a rosie, head shoulders etc
Special rainy day box (my ds is really into crafty arty stuff though) includes colour in books, painting, collage etc
Bathtime with a little food colouring and bubbles and heaps of toys (we do this a fair bit during the day when weather is manky)
Baking (he loves, loves, loves) this