Crayola makes these Window Crayons. They are pretty neat and we have also used them in the car on a long road trip and recently I wrote a reminder to our 3 year old on the bathroom mirror about what needs to be done before bedtime...no more fussing about brushing teeth before bed! I bought them at Target I don't exactly remember the cost but I know it wasn't more than $5.
Glow sticks, bracelets and necklaces (idea from playathomemom3.blogspot.com). I found a pack of 15 glow stick bracelets at Michael's for $1 (I bought a couple). So far we've only used them in the tub and turned off the lights, with lots of bubbles...pretty neat! A friend also mentioned giving them to the kiddos while camping.
Mary over at The Yellow Door gave me this idea for dress up clothes. I think her daughter made it at VBS. Anyway take an old t-shirt cut up the sides taking off the sleeves BUT don't cut the neck, keep that intact. I also suggest using a bigger t-shirt than the size your kiddo wears. Let the kiddos decorate, I used fabric markers but permanent markers work too and instant super hero cape with NO sewing. I am always looking for dress up clothes for my boys!