If you're looking for art projects to while away a rainy day, you can't get more mess-less than origami. No glitter, no glue, no paint, no markers, no nothing. Just a square of paper folded into the shape of some critter or another. You probably already have some preconceived ideas (or maybe just notions) about origami. I did. To me, origami meant fancy and complicated. Turns out, it's not (or it doesn't have to be). Even the name origami is pretty down to earth - its made up of the Japanese word ori meaning "folding", and the word kami meaning "paper." If you are interested in the history of it all, you can find it here (and if you are really intrepid, you can look into the complex world of math and paper folding).
Learning to fold an animal or plane is a great activity to do with the kids. I like to try to make up stories to go along with the thing we are folding (I say try because my daughter has a habit of hijacking my stories - no, he wasn't a big turtle, he was small and he had pink hair . . .). The Origami Club website has a really user-freindly interface with wonderful designs and how-to advice. Be sure to check out the Basic Techniques link before tackling the designs. It turns out that origami only uses a couple of different types of fold, so once you learn those, you're in good shape to try most anything. Happy folding!