Here are a couple examples of what we play at home:
Fetch, of course!! We often play this with a stuffie instead of a ball. When the weather is bad you can do it down the stairs to get more exercise in. I have to admit, while Buddy loves to play fetch, he wants
to at least every once in a while get a treat or he will quit!
Hide and Seek can be played by either hiding people or hiding a favorite toy. The trick is to start small -- by hiding it a foot away, two feet away, etc. and treat, treat, treat for a reward.
Scoot! is a game we discovered by accident with Buddy when my little nieces and nephews were over and made a train out of my kitchen ladderback chairs. We taught Buddy to scoot under the chair, turn around and scoot back. Start with one and work up to three or four. Chairs have to have risers low enough for them to crawl on their tummies.
Agility is great fun and you can do it at home. We first took a Fun Agilty class then bought a couple pieces of used Agilty eqipment (a tunnel, a small A-frame and adjustable bar jumps) but you can make some of these yourself. Here is a site that has a number of links to equipment and plans to make equipment:
http://www.australian-shepherd-lovers.com/free-agility-plans.html. If you do "home" Agility without first taking a class be careful that you are not stressing your dog or putting him or her in danger. Puppies should definitely not do anything with jumps or which might strain their growing joints, etc !!
Hope this gives you some ideas. Have fun!