Here's one that we came up with years ago. A medium-sized cardboard box, maybe 16 inches on each side, with straw in the bottom. In our case it's inside the house, between the woodstove and the back door. Our birds love to climb in, scratch and turn around, and just revel in the experience. The gorgeous Welsummer rooster, Leo, gets in the box and chuckles to himself for half an hour at a time.
As others have suggested, we provide a lot of entertainment. Several of ours love to fly up to the backs of our chairs, talk to us, preen or nap, and take turns snuggling in our laps. I don't think you need to go to special lengths - chickens will entertain themselves with all sorts of items around the house and yard.