Have yet to meet a kid who doesn't like to build a fort. Instead of having them rummage all through the house for supplies each time, set up a trunk or drawer somewhere with all the necessary fort building supplies in one neat and tidy spot. This also helps the kids with cleanup and tear-down and makes it easy to put things away. The kids in your life will LOVE it.
Trunk, Crate or Large Dresser Drawer
Any large pieces of fabric such as:
Blankets, Sheets, Fabric, Tablecloths, etc.
Rocks (to help hold things in place)