We always have an insect zoo. After gathering our specimens, my son then records observations/data in a journal about each one such as where he found it, what it eats, what eats it, life span, changes such as caterpillar to butterfly, etc. We actually have a crecopia moth in a cocoon in our garage. Apparently they "hibernate" thru winter.
I also love to go to rock quarrys and bring home a bunch of rocks. I then give them old tooth brushes to polish the gems. Clear nail polish adds a nice coat of finish to make them shiny. We then look the rocks up in a book. You can really take the lesson to different levels from there.