One of the gross motor activities that I have included in the curriculum is a "Memory Obstacle Course."  This basic-obstacle-course-with-a-twist is requested by my children on a weekly basis.  They have so much fun doing it that they don't realize that they are getting exercise and learning.  An added plus is that you can do this with more than one children at a time.  This is another activity that we learned at OT.

Directions:

1.  Set up a obstacle course.  Make sure that the course begins and ends at the same spot.  Examples are listed below of what to include in the course, but the sky is the limit.  Boundaries will be tested during this activity so be prepared to set firm ones.  Have the child start over when activities are not done correctly.
2.  Add the "Memory" twist to the obstacle course.  Using flashcards, magnetic letters, or puzzles, place the activity in the middle or the end of the course with a collection item at the beginng of the course. 
3.  Explain the course to the child.  Be very specific.  If you want the child to jump a bunny hop, make sure they understand this and that a gallop is not correct. 
4.  Explain to the child that you are going to tell them an object to get in the middle or at the end of the course.  Tell them that you will not remind them of the object, so they need to remember it all on their own.
5.  As the child's memory improves, have them remember more items (two puzzle pieces or a color and shape), and add music in the background.

Example Memory Obstacle Course:

Adult:  For this obstacle course, you are going to crawl on your belly under the "Trick-a-ma-stick".  Be very careful that you don't hit the top or sides.  Then you will crawl over the beanbags.  Work hard not to fall down and do not dive into them.  Then jump on the mini trampoline five times.  How many times?  (Five)  Here are the puzzle pieces that you will need to bring back to the start.  You will need to remember which one to bring back.  I will not help you, so really pay attention!  Then you can place the puzzle piece in the puzzle and sit criss-cross applesauce until I give you the next item.  Do you have any questions? 
Adult:  I want you to bring back a circle puzzle piece.  What are you going to bring back?
Child:  Circle.
Adult:  (After the child performs the course correctly and picks up an object)  What shape did you pick up?
Child:  Circle.
Adult:  Great memory. Good job. 
Child:  (Finished the obstacle course and put the circle puzzle piece in the puzzle.)
Adult:  Great job.  Okay, this time, I want you to pick up the triangle puzzle piece....

Suggested Activities

For an Inside Obstacle Course:
Bunny hop (hop forward with feet together) five times.
Crawl through a tunnel.  You can also create a tunnel by placing a sheet over some chairs placed across from each other.
Jump on large bubblewrap that is taped down.  This is a wonderful sensory activity but can be very difficult for children with SPD.
Walk or crawl over several pillows, beanbags, or sofa cushions that are on the floor with space in between. (Your child will have to use balance to walk over this soft surface and trunk control to crawl without falling.)
Jump or hop between point A and B on a jumping ball.
Climb over an ottoman or footrest.
Use a large cooking spoon to transfer 3-5 blocks (or other small toys) one at a time into a bucket or container placed several feel away.  (This is a great way to work on that coordination!)
Do five jumping jacks, sit-ups, pushups, etc..
Walk on objects such as river stones or sensory hemispheres for balance.
Side-step five times.
Have your child zigzap through cones.
Do a somersault.
Toss 3-5 soft balls or stuffed animals into a laundry basket several feet away.
“Walk the tightrope!” (Place a jump rope, painter's tape, or measuring tape on the floor and have your child walk across it, heel to toe.)
Jump on a mini-trampoline.

For an Outdoor Obstacle Course: 
Go up the ladder and down the slide.
Swing on the swing as you count to ten.
Jump over a set of sticks or branches.
Use a cooking spoon to transfer rocks to a bucket.
Jump up and down five times.
Toss balls into a container.
Use a sponge to transfer water from one bucket to another.
"Walk the tightrope."
Run back to the starting line.
Ride a bicycle from point A to point B.
Run around a tree.