1. i made a bunch of homemade play doh (recipes online--use one that you cook, it has a fantastic texture). i keep it in a ziplock bag inside a little rubbermaid container and it stays nice and fresh. hide pennies or little surprises in the play doh for her to dig out with her fingers--it's a great way to work on fine motor skills. i have a shower curtain from the dollar store that i tape down onto the floor for when we do messy play.
2. i also have a "learning tower", where my 2 year old can stand up at the counter with me. when i bake or cook, i give her lots of fun messy things to play with--flour, salt, measuring cups, spoons, etc.
3. depending on how your home is set up, i let her do sidewalk chalk on our back deck. when it is shady out there, i let her do it naked and we work on potty training at the same time. after she does chalk on the deck, i get a bucket of water and a rag, and she loves to make the chalk disappear! it's a nice activity to keep her outside, but cool at the same time. (and you can sit in the shade and read a magazine and put your poor, swollen, pregnant feet up...ha ha!)
4. you can also do activities like that in the bathtub, which makes for easy clean-up (i just discovered bathtub crayons). sometimes my 2 year old likes to "paint" with a foam paintbrush and shaving cream in the bathtub. gets her clean and it's super easy to clean up after.
5. definitely invest in some Color Wonder markers and paper!