To me, simply being near a horse is super fun :P But any kind of obstacle course, gymkhana games (key hole, barrels, bending poles/cones, etc.) done at the walk, trot, and canter are fun. Patterns and figures, especially low level western reining ones or low level dressage test or something on those lines that gives you a set of gaits and changes to accomplish. Ground work is fun, but that's usually not done under saddle haha.. but I like to take a big exercise ball and teach the horse to kick it back :) Bareback riding is really fun too. As is steering without reins as in dropping them gently on the horse's neck or tucking them under the saddle pommel (for easy access) and trying to go around the arena and do circles and figure eights and such.
Just be safe!
"Strength is the ability to use a muscle without tension"