When I'm out with my dog practicing heeling, I go really fast, slow, stop abruptly and make lots of turns to keep her interested.
In the house (if the weather is bad) we play "Find It". I get some treats and hide them around a room. I put my dog in a "Sit" or "Down" and "Stay" while I do the hiding, then tell her "come" and "find it".
She just loves this game and it makes the obed drills fun for her!