The things we do aren't necessarily frugal. We belong to our local YMCA, which has rock climbing and a teen game room and swimming. These are things my ten and 14 year old like to do. Rock climbing can be expensive if you buy all the gear, but our gym has harnesses that we can use. We did buy shoes for all of us because it makes it so much easier, plus we like to rock climb often so it seemed like a good purchase. The game room is interactive so the kids have to move to play. They always come out of there with pink cheeks and a bit sweaty. They swim more in the winter, since the pools are inside. These things are all included in our gym membership, which cost about $800 for the year for our family of four. We think it's a good investment in our health, and since we go there every day it's a good value for us. In addition to those things, both of our boys are involved in judo which is a great total body workout, and they get to see their friends in class. In the summer they like to ride their bikes, and we live near a nice bike trail so they're not riding on the road.