The coloring supplies (paper, crayons/markers/pencils) are a must. My kids always enjoy it when they get an activity book on the plane (basically a coloring book with some little puzzles and games); even if the book quality isn't great, it is new and different so it keeps them for a while. Between the ages of 2 and 5 my son did very well with little action figures and little plastic animals. I also agree with the previous poster regarding building toys- we had a set of foam pieces and plastic pegs that could be assembled into little structures; it kept the kids entertained for hours; the set was large enough that it wasn't a problem if we lost a piece here or there. Silly putty also worked quite well at that age.