Or you could do this. ;) Just saw this on facebook, it's the Oregon Horse Center, they build "trails" and other obstacles indoors. Pretty neat, I'd love the opportunity.
I would just work trail class work as suggested, also transitions w/t/c, backing, basically anything. Games are fun as well if you have friends to play with, flag in the bucket, barrels, egg and spoon and so on.
I just work on her training - better stops, figure 8s, leg pressures, leads, roll-backs, side pass - all the stuff that makes a good, well-rounded horse. All those things are needed for a good trail horse. Plan what you are going to work on before the session and do it rapid-fire. Go from one thing immediately to the next. After several different exercises, let the horse walk a little bit, or just trot around the ring a couple laps, to relax and internalize what you worked on, then go back to work again. I make my sessions about 45 minutes long.
Google Doug Phipps and watch some of his videos. I don't train for reining, like he does, but I like how he keeps the horse working all the time.
As for the desensitization stuff, I do most of that on the trail. I look for obstacles to try. Start with easy stuff, and work up to harder stuff. Make sure you can get the horse through it. If they learn they can refuse, you'll have a tougher time with the training.