water- be warned I have used water many times but for what ever reason the kids seem to pop these very fast. The others have lasted months while generally the water filled ones pop within a week if not a day. The kids absolutely love them though.
Anything else you can think of
Fill latex gloves with the different materials listed above or anything else you can think of tie a knot in the end to close. Then let the kids feel the gloves and explore the different textures.